+6.2%
HD vs DVA
+41.6%
-35.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.3% |
| 7D | -1.8% | +2.0% | -3.8% | -2.1% |
| 30D | -10.8% | -0.4% | -10.5% | -10.8% |
| 3M | -2.7% | -7.7% | +5.0% | -2.1% |
| 6M | -10.3% | +20.0% | -30.2% | -13.8% |
| YTD | -7.8% | +61.1% | -68.9% | -16.1% |
| 1Y | -23.1% | +33.9% | -57.0% | -27.8% |
| 3Y | +2.0% | +91.5% | -89.5% | -10.0% |
| 5Y | +6.2% | +41.8% | -35.6% | 0.0% |
| All | +6.2% | +41.6% | -35.4% | 0.0% |
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