+1,153.9%
HD vs VALE
+1,761.8%
-607.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.5% |
| 3M | +0.1% | -16.3% | +16.4% | +3.3% |
| 6M | +13.0% | -26.0% | +39.0% | +19.2% |
| YTD | +4.9% | -5.5% | +10.5% | +5.1% |
| 1Y | -2.1% | +6.7% | -8.8% | -4.3% |
| 3Y | +32.6% | +10.2% | +22.4% | +27.2% |
| 5Y | +8.2% | +49.7% | -41.5% | -5.8% |
| 10Y | +257.9% | +222.3% | +35.6% | +146.3% |
| All | +1,153.9% | +1,761.8% | -607.9% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling