+2,275.1%
VALE vs HDB
+3,513.1%
-1,238.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +5.1% | -2.8% | +7.9% | +6.6% |
| 3M | -0.4% | -3.5% | +3.1% | +0.6% |
| 6M | -2.2% | -24.7% | +22.5% | +12.0% |
| YTD | +20.5% | -36.6% | +57.1% | +50.3% |
| 1Y | +61.2% | -34.4% | +95.5% | +96.8% |
| 3Y | +43.1% | -24.4% | +67.5% | +56.0% |
| 5Y | +34.0% | -35.4% | +69.3% | +51.7% |
| 10Y | +469.7% | +39.5% | +430.1% | +289.5% |
| All | +2,275.1% | +3,513.1% | -1,238.0% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling