+99.3%
HLT vs DVA
+89.6%
+9.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | -5.0% | 0.0% | -5.1% | -5.0% |
| 3M | -10.4% | -10.9% | +0.5% | -9.9% |
| 6M | +3.2% | +17.3% | -14.0% | -0.4% |
| YTD | +6.7% | +59.8% | -53.1% | -1.9% |
| 1Y | +10.3% | +36.3% | -26.0% | +3.8% |
| 3Y | +99.3% | +88.6% | +10.7% | +79.8% |
| All | +99.3% | +89.6% | +9.7% | +79.8% |
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