-2.6%
HD vs DVA
+42.3%
-44.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +1.5% | -8.8% | +10.3% | +2.7% |
| 30D | +18.0% | -3.4% | +21.4% | +18.4% |
| 3M | +2.8% | -2.6% | +5.4% | +3.0% |
| 6M | +17.0% | -11.9% | +28.9% | +17.3% |
| YTD | +3.5% | +53.6% | -50.1% | -2.2% |
| 1Y | -2.6% | +41.9% | -44.4% | -1.9% |
| All | -2.6% | +42.3% | -44.9% | -1.9% |
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