+396.0%
HPE vs DVA
+46.8%
+349.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.4% |
| 7D | +19.4% | -1.3% | +20.7% | +19.6% |
| 30D | +5.6% | 0.0% | +5.6% | +5.6% |
| 3M | +33.1% | -10.9% | +44.0% | +33.8% |
| 6M | +192.5% | +17.3% | +175.2% | +181.6% |
| YTD | +160.9% | +59.8% | +101.1% | +138.4% |
| 1Y | +155.0% | +36.3% | +118.7% | +138.9% |
| 3Y | +289.4% | +88.6% | +200.8% | +234.9% |
| All | +396.0% | +46.8% | +349.2% | +354.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling