+210.2%
HD vs DVA
+186.3%
+23.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.4% |
| 7D | -1.8% | +2.0% | -3.8% | -2.2% |
| 30D | -10.8% | -0.4% | -10.5% | -10.8% |
| 3M | -2.7% | -7.7% | +5.0% | -1.8% |
| 6M | -10.3% | +20.0% | -30.2% | -15.0% |
| YTD | -7.8% | +61.1% | -68.9% | -18.9% |
| 1Y | -23.1% | +33.9% | -57.0% | -29.5% |
| 3Y | +2.0% | +91.5% | -89.5% | -15.8% |
| 5Y | +6.2% | +41.8% | -35.6% | -7.9% |
| 10Y | +210.2% | +187.5% | +22.6% | +123.2% |
| All | +210.2% | +186.3% | +23.8% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling