+6,850.9%
DHI vs DVA
+5,124.5%
+1,726.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | -5.4% | 0.0% | -5.5% | -5.5% |
| 3M | -10.4% | -10.9% | +0.5% | -8.7% |
| 6M | -2.8% | +17.3% | -20.0% | -7.5% |
| YTD | -3.4% | +59.8% | -63.2% | -14.7% |
| 1Y | -22.9% | +36.3% | -59.2% | -29.5% |
| 3Y | +20.7% | +88.6% | -67.9% | +0.6% |
| 5Y | +62.1% | +47.5% | +14.6% | +39.2% |
| 10Y | +410.4% | +185.2% | +225.2% | +267.9% |
| All | +6,850.9% | +5,124.5% | +1,726.5% | +3,080.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling