-3.5%
HOOD vs DVA
+33.5%
-37.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.8% |
| 7D | -9.1% | -0.2% | -9.0% | -9.2% |
| 30D | +20.1% | +1.7% | +18.4% | +20.5% |
| 3M | +31.2% | -8.7% | +39.9% | +30.5% |
| 6M | +44.3% | +19.7% | +24.7% | +53.4% |
| YTD | +0.2% | +59.6% | -59.4% | +14.9% |
| 1Y | -3.5% | +37.1% | -40.6% | +17.8% |
| All | -3.5% | +33.5% | -37.0% | +17.8% |
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 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