+155.3%
HBAN vs DVA
+187.8%
-32.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | -1.1% | -10.9% | +9.8% | +1.2% |
| 6M | +9.9% | +17.3% | -7.4% | +2.8% |
| YTD | -0.9% | +59.8% | -60.8% | -16.6% |
| 1Y | -1.4% | +36.3% | -37.7% | -12.9% |
| 3Y | +78.2% | +88.6% | -10.4% | +37.1% |
| 5Y | +37.0% | +47.5% | -10.5% | +10.7% |
| All | +155.3% | +187.8% | -32.5% | +60.9% |
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