+25.0%
HL vs DVA
+62.2%
-37.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.8% | +7.4% | +12.7% |
| 7D | +0.2% | +4.7% | -4.5% | -0.1% |
| 30D | -12.1% | +7.8% | -19.9% | -12.5% |
| 3M | -2.8% | -15.5% | +12.7% | -2.4% |
| 6M | -14.9% | +25.0% | -40.0% | -20.3% |
| YTD | -22.0% | +69.6% | -91.6% | -32.5% |
| 1Y | +25.0% | +60.6% | -35.6% | +10.5% |
| All | +25.0% | +62.2% | -37.1% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling