+225.5%
HOOD vs DVA
+51.8%
+173.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -9.1% | -0.2% | -9.0% | -9.1% |
| 30D | +20.1% | +1.7% | +18.4% | +19.5% |
| 3M | +31.2% | -8.7% | +39.9% | +33.1% |
| 6M | +44.3% | +19.7% | +24.7% | +34.8% |
| YTD | +0.2% | +59.6% | -59.4% | -16.8% |
| 1Y | -3.5% | +37.1% | -40.6% | -15.3% |
| 3Y | +955.2% | +89.8% | +865.4% | +692.1% |
| 5Y | +175.3% | +47.4% | +127.9% | +200.1% |
| All | +225.5% | +51.8% | +173.7% | +195.1% |
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