+45.9%
VALE vs BHP
+71.6%
-25.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -0.3% | -3.6% | +3.4% | +2.5% |
| 30D | +8.6% | -1.2% | +9.8% | +9.3% |
| 3M | +2.0% | +1.2% | +0.8% | +0.3% |
| 6M | +2.1% | +21.4% | -19.3% | -14.7% |
| YTD | +20.2% | +50.4% | -30.2% | -16.0% |
| 1Y | +55.2% | +67.5% | -12.3% | -1.3% |
| 3Y | +45.9% | +72.8% | -26.9% | -11.4% |
| All | +45.9% | +71.6% | -25.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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