+72.8%
HCA vs DVA
+46.8%
+26.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +5.4% | -1.3% | +6.7% | +5.8% |
| 30D | +3.0% | 0.0% | +3.0% | +2.9% |
| 3M | +13.0% | -10.9% | +24.0% | +15.4% |
| 6M | -20.3% | +17.3% | -37.5% | -25.0% |
| YTD | -8.2% | +59.8% | -68.0% | -21.8% |
| 1Y | +6.7% | +36.3% | -29.6% | -4.6% |
| 3Y | +60.4% | +88.6% | -28.2% | +27.0% |
| All | +72.8% | +46.8% | +26.0% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling