+121.3%
HBM vs DVA
+35.1%
+86.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -6.4% | +1.8% | -8.2% | -6.4% |
| 30D | +5.9% | -2.5% | +8.4% | +6.0% |
| 3M | -8.9% | -4.3% | -4.6% | -10.2% |
| 6M | +10.7% | +18.9% | -8.2% | +5.7% |
| YTD | +38.3% | +61.9% | -23.7% | +27.7% |
| 1Y | +121.3% | +35.7% | +85.6% | +95.5% |
| All | +121.3% | +35.1% | +86.2% | +95.5% |
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