+3.1%
HD vs DVA
+88.7%
-85.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | -1.2% | +2.2% | -3.4% | -1.5% |
| 30D | -11.1% | -2.0% | -9.1% | -10.9% |
| 3M | +2.0% | -6.3% | +8.3% | +2.2% |
| 6M | -10.5% | +19.4% | -29.9% | -14.1% |
| YTD | -6.9% | +58.5% | -65.3% | -15.2% |
| 1Y | -23.2% | +33.9% | -57.0% | -27.9% |
| 3Y | +3.1% | +88.4% | -85.4% | -6.9% |
| All | +3.1% | +88.7% | -85.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling