+123.6%
HOOD vs DVA
+46.1%
+77.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -3.8% | -8.8% | +5.0% | -1.7% |
| 30D | -23.0% | -3.4% | -19.6% | -22.6% |
| 3M | -21.6% | -2.6% | -19.1% | -21.6% |
| 6M | +1.4% | -11.9% | +13.3% | +3.1% |
| YTD | -31.2% | +53.6% | -84.8% | -42.6% |
| 1Y | -35.9% | +41.9% | -77.8% | -45.0% |
| 3Y | +836.9% | +97.5% | +739.4% | +592.8% |
| 5Y | +121.1% | +65.0% | +56.2% | +62.6% |
| All | +123.6% | +46.1% | +77.5% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling