+40.9%
VALE vs DHI
+61.2%
-20.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -0.3% | -3.4% | +3.1% | +0.3% |
| 30D | +8.6% | -5.4% | +14.1% | +9.6% |
| 3M | +2.0% | -10.4% | +12.4% | +3.7% |
| 6M | +2.1% | -2.8% | +4.9% | +2.1% |
| YTD | +20.2% | -3.4% | +23.6% | +20.0% |
| 1Y | +55.2% | -22.9% | +78.1% | +61.0% |
| 3Y | +45.9% | +20.7% | +25.2% | +36.4% |
| All | +40.9% | +61.2% | -20.3% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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