+4.9%
VALE vs HDB
-7.0%
+11.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.4% |
| 7D | +5.5% | +12.7% | -7.2% | +3.0% |
| 30D | -15.0% | +16.6% | -31.6% | -17.5% |
| 3M | -20.0% | +10.8% | -30.8% | -21.7% |
| 6M | -28.4% | +3.8% | -32.2% | -29.2% |
| YTD | -8.6% | -28.9% | +20.3% | -3.4% |
| 1Y | +2.0% | -28.0% | +29.9% | +7.5% |
| All | +4.9% | -7.0% | +11.9% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling