+489.2%
VALE vs HBM
+619.2%
-129.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.3% | -3.3% | +3.0% | +0.9% |
| 30D | +8.6% | -4.8% | +13.5% | +10.2% |
| 3M | +2.0% | -0.4% | +2.4% | +0.5% |
| 6M | +2.1% | +17.9% | -15.8% | -7.9% |
| YTD | +20.2% | +33.7% | -13.5% | +2.2% |
| 1Y | +55.2% | +95.6% | -40.4% | +11.4% |
| 3Y | +45.9% | +458.1% | -412.2% | -37.2% |
| 5Y | +41.4% | +329.0% | -287.6% | -36.8% |
| All | +489.2% | +619.2% | -129.9% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling