+3.7%
VALE vs HBM
+47.3%
-43.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +2.9% |
| 7D | -0.3% | -5.8% | +5.5% | +1.5% |
| 30D | -19.2% | -18.5% | -0.7% | -13.7% |
| 3M | -20.7% | -10.3% | -10.5% | -18.6% |
| 6M | -25.8% | +2.1% | -27.9% | -29.2% |
| YTD | -9.8% | +12.0% | -21.8% | -15.8% |
| 1Y | +3.7% | +49.8% | -46.1% | -10.4% |
| All | +3.7% | +47.3% | -43.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling