+1,701.1%
VALE vs HDB
+3,955.8%
-2,254.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.3% | +6.9% | -5.6% | -2.2% |
| 30D | -14.3% | +15.2% | -29.6% | -20.7% |
| 3M | -16.8% | +11.7% | -28.5% | -22.1% |
| 6M | -30.2% | +7.5% | -37.7% | -34.0% |
| YTD | -8.6% | -28.8% | +20.2% | +6.6% |
| 1Y | +1.6% | -29.1% | +30.7% | +18.6% |
| 3Y | +4.1% | -7.0% | +11.1% | +1.2% |
| 5Y | +38.7% | -22.1% | +60.7% | +41.1% |
| 10Y | +214.6% | +64.9% | +149.7% | +95.3% |
| All | +1,701.1% | +3,955.8% | -2,254.7% | +202.1% |
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