+1,754.0%
HCA vs DVA
+343.2%
+1,410.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +5.4% | -1.3% | +6.7% | +5.9% |
| 30D | +3.0% | 0.0% | +3.0% | +2.9% |
| 3M | +13.0% | -10.9% | +24.0% | +16.5% |
| 6M | -20.3% | +17.3% | -37.5% | -27.0% |
| YTD | -8.2% | +59.8% | -68.0% | -26.7% |
| 1Y | +6.7% | +36.3% | -29.6% | -9.3% |
| 3Y | +60.4% | +88.6% | -28.2% | +14.4% |
| 5Y | +73.4% | +47.5% | +25.9% | +32.3% |
| 10Y | +506.9% | +185.2% | +321.7% | +222.4% |
| All | +1,754.0% | +343.2% | +1,410.7% | +751.4% |
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