-38.1%
HDB vs DVA
+40.8%
-79.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -6.2% | +1.7% | -7.9% | -6.4% |
| 3M | -5.9% | -8.7% | +2.8% | -5.3% |
| 6M | -25.9% | +19.7% | -45.6% | -27.2% |
| YTD | -40.2% | +59.6% | -99.8% | -42.7% |
| 1Y | -38.0% | +37.1% | -75.1% | -39.8% |
| 3Y | -30.5% | +89.8% | -120.3% | -35.2% |
| 5Y | -38.1% | +47.4% | -85.5% | -38.7% |
| All | -38.1% | +40.8% | -79.0% | -38.7% |
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 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