+215.0%
HAS vs DVA
+111.7%
+103.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.2% |
| 7D | +3.3% | -1.6% | +4.8% | +3.4% |
| 30D | +30.5% | 0.0% | +30.5% | +30.2% |
| 3M | +29.9% | -2.4% | +32.3% | +29.9% |
| 6M | +26.5% | -9.8% | +36.3% | +27.4% |
| YTD | +51.9% | +57.8% | -5.9% | +36.8% |
| 1Y | +60.9% | +49.2% | +11.7% | +46.6% |
| 3Y | +215.0% | +116.0% | +99.0% | +119.6% |
| All | +215.0% | +111.7% | +103.3% | +119.6% |
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