+2,320.2%
VALE vs HRB
+367.3%
+1,952.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +3.9% |
| 7D | +2.9% | -9.1% | +12.0% | +5.9% |
| 30D | +8.8% | +0.3% | +8.5% | +7.8% |
| 3M | +6.8% | +23.4% | -16.6% | -1.9% |
| 6M | +6.9% | +45.1% | -38.2% | -8.7% |
| YTD | +22.8% | +8.9% | +13.9% | +14.2% |
| 1Y | +61.3% | -7.9% | +69.2% | +58.2% |
| 3Y | +53.3% | +27.9% | +25.4% | +29.7% |
| 5Y | +44.9% | +108.3% | -63.5% | -2.1% |
| 10Y | +486.8% | +208.4% | +278.3% | +203.8% |
| All | +2,320.2% | +367.3% | +1,952.9% | +842.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling