+236.7%
HBAN vs DVA
+5,118.1%
-4,881.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -1.9% | -0.2% | -1.8% | -1.9% |
| 30D | -5.9% | +1.7% | -7.5% | -6.1% |
| 3M | +0.2% | -8.7% | +8.9% | +1.3% |
| 6M | +6.6% | +19.7% | -13.0% | +2.3% |
| YTD | -1.7% | +59.6% | -61.3% | -10.8% |
| 1Y | -1.7% | +37.1% | -38.8% | -8.4% |
| 3Y | +74.9% | +89.8% | -14.9% | +51.9% |
| 5Y | +36.0% | +47.4% | -11.4% | +20.9% |
| 10Y | +156.9% | +184.9% | -28.0% | +103.1% |
| All | +236.7% | +5,118.1% | -4,881.4% | +125.0% |
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 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