+40.9%
VALE vs BHP
+110.7%
-69.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -0.3% | -3.6% | +3.4% | +2.7% |
| 30D | +8.6% | -1.2% | +9.8% | +9.4% |
| 3M | +2.0% | +1.2% | +0.8% | +0.1% |
| 6M | +2.1% | +21.4% | -19.3% | -15.6% |
| YTD | +20.2% | +50.4% | -30.2% | -17.8% |
| 1Y | +55.2% | +67.5% | -12.3% | -4.2% |
| 3Y | +45.9% | +72.8% | -26.9% | -13.4% |
| All | +40.9% | +110.7% | -69.8% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling