+49.8%
HBM vs DVA
+62.2%
-12.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.1% | +3.5% |
| 7D | -5.8% | +4.7% | -10.6% | -5.9% |
| 30D | -18.5% | +7.8% | -26.3% | -18.5% |
| 3M | -10.3% | -15.5% | +5.2% | -9.6% |
| 6M | +2.1% | +25.0% | -22.9% | -3.7% |
| YTD | +12.0% | +69.6% | -57.5% | +1.4% |
| 1Y | +49.8% | +60.6% | -10.8% | +37.1% |
| All | +49.8% | +62.2% | -12.4% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling