+1,833.9%
HAS vs DVA
+5,180.6%
-3,346.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.5% |
| 7D | +2.0% | -4.8% | +6.8% | +2.7% |
| 30D | +30.9% | +0.9% | +30.0% | +30.5% |
| 3M | +28.8% | +2.9% | +25.9% | +27.9% |
| 6M | +32.3% | -7.8% | +40.1% | +32.9% |
| YTD | +54.7% | +61.5% | -6.8% | +42.6% |
| 1Y | +63.2% | +50.1% | +13.2% | +52.0% |
| 3Y | +220.7% | +121.1% | +99.6% | +180.4% |
| 5Y | +53.3% | +72.9% | -19.6% | +35.9% |
| 10Y | +104.2% | +208.2% | -104.0% | +65.4% |
| All | +1,833.9% | +5,180.6% | -3,346.7% | +1,161.6% |
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 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