+32.6%
HD vs VALE
+9.0%
+23.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.3% |
| 7D | +3.6% | +5.6% | -2.0% | +2.5% |
| 30D | +21.6% | -12.1% | +33.7% | +24.3% |
| 3M | +0.1% | -16.3% | +16.4% | +3.1% |
| 6M | +13.0% | -26.0% | +39.0% | +19.3% |
| YTD | +4.9% | -5.5% | +10.5% | +4.5% |
| 1Y | -2.1% | +6.7% | -8.8% | -5.1% |
| 3Y | +32.6% | +10.2% | +22.4% | +23.9% |
| All | +32.6% | +9.0% | +23.6% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling