+3.7%
VALE vs HRB
+16.9%
-13.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +4.7% |
| 7D | -0.3% | +16.0% | -16.4% | +1.8% |
| 30D | -19.2% | +32.1% | -51.3% | -15.9% |
| 3M | -20.7% | +21.5% | -42.2% | -18.0% |
| 6M | -25.8% | +82.1% | -107.9% | -17.8% |
| YTD | -9.8% | +31.6% | -41.4% | -2.9% |
| 1Y | +3.7% | +15.9% | -12.2% | +14.7% |
| All | +3.7% | +16.9% | -13.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling