+7,467.3%
HD vs DVA
+5,180.6%
+2,286.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -1.2% | -4.8% | +3.6% | -0.4% |
| 30D | +20.9% | +0.9% | +19.9% | +20.6% |
| 3M | -0.2% | +2.9% | -3.1% | -0.7% |
| 6M | +14.5% | -7.8% | +22.3% | +15.2% |
| YTD | +4.3% | +61.5% | -57.2% | -4.7% |
| 1Y | -3.5% | +50.1% | -53.5% | -10.8% |
| 3Y | +30.1% | +121.1% | -91.0% | +12.1% |
| 5Y | +8.5% | +72.9% | -64.4% | -5.2% |
| 10Y | +245.3% | +208.2% | +37.0% | +171.2% |
| All | +7,467.3% | +5,180.6% | +2,286.7% | +4,258.5% |
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