+38.7%
VALE vs HDB
-22.3%
+60.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.4% |
| 7D | +5.5% | +12.7% | -7.2% | +2.9% |
| 30D | -15.0% | +16.6% | -31.6% | -17.7% |
| 3M | -20.0% | +10.8% | -30.8% | -21.8% |
| 6M | -28.4% | +3.8% | -32.2% | -29.3% |
| YTD | -8.6% | -28.9% | +20.3% | -2.8% |
| 1Y | +2.0% | -28.0% | +29.9% | +8.1% |
| 3Y | +4.1% | -7.2% | +11.2% | +3.8% |
| All | +38.7% | -22.3% | +60.9% | +39.0% |
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