+3.2%
HAL vs DVA
+187.5%
-184.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.6% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | +7.2% | +1.7% | +5.5% | +6.6% |
| 3M | -8.8% | -8.7% | -0.1% | -7.4% |
| 6M | +3.0% | +19.7% | -16.7% | -4.8% |
| YTD | +29.4% | +59.6% | -30.2% | +7.8% |
| 1Y | +62.8% | +37.1% | +25.7% | +42.4% |
| 3Y | -6.4% | +89.8% | -96.2% | -30.2% |
| 5Y | +103.6% | +47.4% | +56.3% | +60.6% |
| All | +3.2% | +187.5% | -184.2% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling