+459.7%
HAL vs DVA
+4,923.3%
-4,463.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +6.1% | -8.8% | +14.9% | +8.0% |
| 30D | +2.9% | -3.4% | +6.3% | +3.2% |
| 3M | +3.3% | -2.6% | +5.9% | +3.4% |
| 6M | -16.9% | -11.9% | -5.0% | -15.8% |
| YTD | +21.2% | +53.6% | -32.5% | +8.3% |
| 1Y | +27.5% | +41.9% | -14.3% | +15.8% |
| 3Y | -6.4% | +97.5% | -104.0% | -21.8% |
| 5Y | +58.0% | +65.0% | -7.0% | +32.9% |
| 10Y | -14.6% | +193.2% | -207.9% | -36.1% |
| All | +459.7% | +4,923.3% | -4,463.6% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling