-4.6%
HAL vs DVA
+88.1%
-92.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +0.5% | +2.2% | -1.8% | +0.3% |
| 30D | +15.9% | -2.0% | +18.0% | +16.1% |
| 3M | -8.7% | -6.3% | -2.5% | -8.5% |
| 6M | +9.0% | +19.4% | -10.4% | +6.0% |
| YTD | +32.0% | +58.5% | -26.5% | +22.8% |
| 1Y | +72.5% | +33.9% | +38.6% | +64.0% |
| All | -4.6% | +88.1% | -92.7% | -8.3% |
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