+47.7%
HAS vs DVA
+64.3%
-16.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +1.4% | -8.8% | +10.2% | +2.8% |
| 30D | +26.3% | -3.4% | +29.7% | +26.7% |
| 3M | +25.6% | -2.6% | +28.2% | +25.7% |
| 6M | +30.3% | -11.9% | +42.1% | +31.7% |
| YTD | +50.4% | +53.6% | -3.3% | +36.3% |
| 1Y | +57.7% | +41.9% | +15.9% | +45.1% |
| 3Y | +213.4% | +97.5% | +115.9% | +166.0% |
| All | +47.7% | +64.3% | -16.6% | +26.0% |
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