-8.0%
DHR vs DVA
+89.4%
-97.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -3.3% | +1.7% | -5.0% | -3.5% |
| 3M | +9.4% | -8.7% | +18.1% | +9.8% |
| 6M | +3.2% | +19.7% | -16.5% | +0.1% |
| YTD | -12.0% | +59.6% | -71.6% | -18.3% |
| 1Y | +4.9% | +37.1% | -32.2% | +0.1% |
| All | -8.0% | +89.4% | -97.4% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling