+2,275.1%
VALE vs THC
+55.0%
+2,220.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +5.1% | +1.3% | +3.9% | +4.8% |
| 3M | -0.4% | +64.2% | -64.7% | -10.5% |
| 6M | -2.2% | +8.3% | -10.5% | -4.8% |
| YTD | +20.5% | +33.4% | -12.8% | +12.0% |
| 1Y | +61.2% | +37.7% | +23.5% | +48.0% |
| 3Y | +43.1% | +236.8% | -193.6% | +5.8% |
| 5Y | +34.0% | +249.3% | -215.3% | -6.4% |
| 10Y | +469.7% | +995.2% | -525.6% | +160.9% |
| All | +2,275.1% | +55.0% | +2,220.1% | +843.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling