+56.0%
HAS vs DVA
+186.3%
-130.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -4.8% | +2.0% | -6.9% | -5.3% |
| 30D | -5.1% | -0.4% | -4.8% | -5.1% |
| 3M | +6.4% | -7.7% | +14.0% | +7.6% |
| 6M | -5.6% | +20.0% | -25.6% | -10.8% |
| YTD | +11.0% | +61.1% | -50.1% | -2.9% |
| 1Y | +16.8% | +33.9% | -17.1% | +6.7% |
| 3Y | +44.0% | +91.5% | -47.5% | +17.1% |
| 5Y | +11.0% | +41.8% | -30.8% | -5.5% |
| 10Y | +56.0% | +187.5% | -131.5% | +5.8% |
| All | +56.0% | +186.3% | -130.3% | +5.8% |
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