-35.9%
HOOD vs DVA
+42.3%
-78.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.2% |
| 7D | -3.8% | -8.8% | +5.0% | -5.2% |
| 30D | -23.0% | -3.4% | -19.6% | -23.2% |
| 3M | -21.6% | -2.6% | -19.1% | -21.7% |
| 6M | +1.4% | -11.9% | +13.3% | +0.7% |
| YTD | -31.2% | +53.6% | -84.8% | -17.7% |
| 1Y | -35.9% | +41.9% | -77.8% | -26.0% |
| All | -35.9% | +42.3% | -78.2% | -26.0% |
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