+392.8%
HL vs DVA
+89.6%
+303.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -1.3% | -3.0% | -4.2% |
| 30D | +9.3% | 0.0% | +9.3% | +9.3% |
| 3M | +32.0% | -10.9% | +42.9% | +32.5% |
| 6M | -6.4% | +17.3% | -23.7% | -11.1% |
| YTD | +3.1% | +59.8% | -56.7% | -8.9% |
| 1Y | +77.6% | +36.3% | +41.3% | +61.5% |
| 3Y | +392.8% | +88.6% | +304.2% | +337.5% |
| All | +392.8% | +89.6% | +303.2% | +337.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling