+111.9%
HAL vs DVA
+41.6%
+70.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -1.3% | +2.0% | -3.3% | -1.6% |
| 30D | +10.9% | -0.4% | +11.3% | +10.9% |
| 3M | -5.8% | -7.7% | +1.8% | -5.2% |
| 6M | +8.1% | +20.0% | -11.8% | +3.6% |
| YTD | +33.2% | +61.1% | -27.9% | +20.1% |
| 1Y | +74.2% | +33.9% | +40.3% | +62.5% |
| 3Y | -3.7% | +91.5% | -95.2% | -17.2% |
| 5Y | +111.9% | +41.8% | +70.1% | +102.4% |
| All | +111.9% | +41.6% | +70.2% | +102.4% |
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