+37.8%
VALE vs HBM
+194.0%
-156.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -3.2% | +2.2% | -5.4% | -4.0% |
| 30D | -15.1% | -11.8% | -3.3% | -11.6% |
| 3M | -18.7% | -19.2% | +0.5% | -13.1% |
| 6M | -31.5% | -22.9% | -8.6% | -27.0% |
| YTD | -11.4% | +7.8% | -19.2% | -18.1% |
| 1Y | -1.9% | +34.9% | -36.8% | -16.8% |
| 3Y | +1.7% | +422.2% | -420.5% | -54.3% |
| All | +37.8% | +194.0% | -156.2% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling