-3.4%
BAH vs DVA
+39.4%
-42.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -4.3% | +2.2% | -6.6% | -4.4% |
| 30D | -4.5% | -2.0% | -2.4% | -4.4% |
| 3M | -7.6% | -6.3% | -1.3% | -7.4% |
| 6M | -10.6% | +19.4% | -30.0% | -11.4% |
| YTD | -12.6% | +58.5% | -71.1% | -15.1% |
| 1Y | -27.0% | +33.9% | -60.9% | -28.2% |
| 3Y | -31.5% | +88.4% | -119.9% | -32.7% |
| All | -3.4% | +39.4% | -42.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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