+55.2%
VALE vs HDB
-33.5%
+88.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.9% | -7.2% | -1.6% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +8.6% | +1.0% | +7.6% | +8.4% |
| 3M | +2.0% | -2.0% | +4.0% | +1.9% |
| 6M | +2.1% | -18.1% | +20.2% | +5.9% |
| YTD | +20.2% | -36.1% | +56.3% | +24.9% |
| 1Y | +55.2% | -34.0% | +89.2% | +59.4% |
| All | +55.2% | -33.5% | +88.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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