+677.7%
HPE vs DVA
+135.9%
+541.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.1% | +9.9% | +8.2% |
| 7D | +10.1% | +2.2% | +7.9% | +9.6% |
| 30D | +5.3% | -2.0% | +7.3% | +5.7% |
| 3M | +12.7% | -6.3% | +18.9% | +13.0% |
| 6M | +167.7% | +19.4% | +148.2% | +150.3% |
| YTD | +135.5% | +58.5% | +77.0% | +102.5% |
| 1Y | +143.4% | +33.9% | +109.5% | +118.5% |
| 3Y | +249.2% | +88.4% | +160.7% | +172.3% |
| 5Y | +343.8% | +39.5% | +304.3% | +269.1% |
| 10Y | +495.9% | +179.5% | +316.4% | +274.2% |
| All | +677.7% | +135.9% | +541.7% | +411.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling