+41.8%
VALE vs HDB
-38.6%
+80.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -0.2% | -6.2% | +6.0% | +1.2% |
| 30D | +9.7% | -6.2% | +16.0% | +11.2% |
| 3M | +5.3% | -5.9% | +11.1% | +6.3% |
| 6M | +0.5% | -25.9% | +26.5% | +6.8% |
| YTD | +20.6% | -40.2% | +60.8% | +33.8% |
| 1Y | +57.6% | -38.0% | +95.6% | +73.2% |
| 3Y | +50.6% | -30.5% | +81.0% | +60.0% |
| 5Y | +41.8% | -38.1% | +80.0% | +54.4% |
| All | +41.8% | -38.6% | +80.5% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling