+4,211.8%
HDB vs DVA
+2,269.6%
+1,942.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +2.7% | -8.8% | +11.5% | +5.4% |
| 30D | +14.1% | -3.4% | +17.5% | +14.9% |
| 3M | +11.8% | -2.6% | +14.4% | +12.0% |
| 6M | +8.2% | -11.9% | +20.0% | +10.6% |
| YTD | -29.3% | +53.6% | -83.0% | -40.2% |
| 1Y | -28.8% | +41.9% | -70.6% | -38.3% |
| 3Y | -7.5% | +97.5% | -105.0% | -30.8% |
| 5Y | -23.1% | +65.0% | -88.0% | -42.8% |
| 10Y | +63.7% | +193.2% | -129.5% | -12.1% |
| All | +4,211.8% | +2,269.6% | +1,942.2% | +1,271.9% |
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 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