+947.8%
HIG vs DVA
+2,951.3%
-2,003.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.5% | -1.3% | -0.1% | -1.2% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +6.7% | -10.9% | +17.6% | +8.6% |
| 6M | +2.0% | +17.3% | -15.3% | -2.5% |
| YTD | +0.3% | +59.8% | -59.5% | -10.4% |
| 1Y | +4.2% | +36.3% | -32.1% | -4.0% |
| 3Y | +102.2% | +88.6% | +13.6% | +71.0% |
| 5Y | +118.5% | +47.5% | +71.0% | +89.1% |
| 10Y | +311.1% | +185.2% | +125.9% | +204.0% |
| All | +947.8% | +2,951.3% | -2,003.4% | +437.0% |
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 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