+41.5%
HDB vs DVA
+187.8%
-146.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.7% | +6.8% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | -2.0% | -10.9% | +9.0% | -0.6% |
| 6M | -18.1% | +17.3% | -35.4% | -20.8% |
| YTD | -36.1% | +59.8% | -95.9% | -41.6% |
| 1Y | -34.0% | +36.3% | -70.3% | -38.1% |
| 3Y | -26.7% | +88.6% | -115.3% | -36.8% |
| 5Y | -33.9% | +47.5% | -81.4% | -41.1% |
| All | +41.5% | +187.8% | -146.3% | +8.7% |
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