+12.6%
HAS vs DVA
+38.1%
-25.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -3.1% | +2.2% | -5.3% | -3.5% |
| 30D | -2.7% | -2.0% | -0.7% | -2.4% |
| 3M | +8.9% | -6.3% | +15.2% | +9.5% |
| 6M | -2.9% | +19.4% | -22.4% | -6.9% |
| YTD | +12.6% | +58.5% | -45.8% | +2.0% |
| 1Y | +17.5% | +33.9% | -16.4% | +9.7% |
| 3Y | +46.2% | +88.4% | -42.2% | +25.3% |
| 5Y | +12.6% | +39.5% | -26.9% | -0.8% |
| All | +12.6% | +38.1% | -25.5% | -0.8% |
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 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