+59.2%
HAL vs DVA
+64.3%
-5.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +6.1% | -8.8% | +14.9% | +7.4% |
| 30D | +2.9% | -3.4% | +6.3% | +3.1% |
| 3M | +3.3% | -2.6% | +5.9% | +3.3% |
| 6M | -16.9% | -11.9% | -5.0% | -16.2% |
| YTD | +21.2% | +53.6% | -32.5% | +9.9% |
| 1Y | +27.5% | +41.9% | -14.3% | +17.4% |
| 3Y | -6.4% | +97.5% | -104.0% | -19.7% |
| All | +59.2% | +64.3% | -5.2% | +35.1% |
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