+77.6%
HL vs DVA
+36.3%
+41.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -1.3% | -3.0% | -4.3% |
| 30D | +9.3% | 0.0% | +9.3% | +9.3% |
| 3M | +32.0% | -10.9% | +42.9% | +30.4% |
| 6M | -6.4% | +17.3% | -23.7% | -10.2% |
| YTD | +3.1% | +59.8% | -56.7% | -6.0% |
| 1Y | +77.6% | +36.3% | +41.3% | +43.3% |
| All | +77.6% | +36.3% | +41.2% | +43.3% |
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