+168.8%
VALE vs HBM
+613.3%
-444.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | +1.6% | -6.4% | +7.9% | +4.4% |
| 30D | +5.1% | +5.9% | -0.8% | +2.1% |
| 3M | -0.4% | -8.9% | +8.5% | +1.3% |
| 6M | -2.2% | +10.7% | -12.9% | -10.1% |
| YTD | +20.5% | +38.3% | -17.7% | -0.4% |
| 1Y | +61.2% | +121.3% | -60.2% | +6.4% |
| 3Y | +43.1% | +450.6% | -407.4% | -42.2% |
| 5Y | +34.0% | +338.0% | -304.0% | -45.0% |
| 10Y | +469.7% | +578.6% | -108.9% | +42.1% |
| All | +168.8% | +613.3% | -444.5% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling