+210.2%
HD vs VALE
+493.0%
-282.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -1.8% | -1.8% | 0.0% | -1.5% |
| 30D | -10.8% | +6.7% | -17.5% | -12.0% |
| 3M | -2.7% | +4.9% | -7.6% | -3.8% |
| 6M | -10.3% | +3.6% | -13.9% | -11.2% |
| YTD | -7.8% | +21.9% | -29.7% | -11.8% |
| 1Y | -23.1% | +61.6% | -84.7% | -30.4% |
| 3Y | +2.0% | +52.1% | -50.1% | -7.7% |
| 5Y | +6.2% | +43.2% | -37.0% | -6.0% |
| 10Y | +210.2% | +521.5% | -311.4% | +97.8% |
| All | +210.2% | +493.0% | -282.8% | +97.8% |
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