+7.4%
HD vs VALE
+41.9%
-34.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | -1.2% | +2.9% | -4.1% | -1.6% |
| 30D | -11.1% | +8.8% | -19.9% | -12.1% |
| 3M | +2.0% | +6.8% | -4.7% | +1.0% |
| 6M | -10.5% | +6.9% | -17.4% | -11.4% |
| YTD | -6.9% | +22.8% | -29.7% | -9.5% |
| 1Y | -23.2% | +61.3% | -84.4% | -27.8% |
| 3Y | +3.1% | +53.3% | -50.2% | -3.6% |
| 5Y | +7.4% | +44.9% | -37.5% | +5.9% |
| All | +7.4% | +41.9% | -34.5% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling