+245.3%
HD vs VALE
+200.9%
+44.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | +20.9% | -14.3% | +35.2% | +24.3% |
| 3M | -0.2% | -16.8% | +16.7% | +3.0% |
| 6M | +14.5% | -30.2% | +44.7% | +21.9% |
| YTD | +4.3% | -8.6% | +12.9% | +5.1% |
| 1Y | -3.5% | +1.6% | -5.1% | -4.8% |
| 3Y | +30.1% | +4.1% | +26.0% | +26.2% |
| 5Y | +8.5% | +38.7% | -30.2% | -4.4% |
| 10Y | +245.3% | +214.6% | +30.7% | +144.1% |
| All | +245.3% | +200.9% | +44.4% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 10y: compounded portfolio wealth divided by compounded VALE 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…
10y analysis · Full analysis span regression · 6 months rolling