+75.6%
HST vs DVA
+62.2%
+13.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.8% |
| 7D | +3.3% | +4.7% | -1.4% | +2.9% |
| 30D | +16.4% | +7.8% | +8.6% | +15.6% |
| 3M | +5.5% | -15.5% | +21.0% | +6.3% |
| 6M | +31.1% | +25.0% | +6.1% | +27.3% |
| YTD | +55.9% | +69.6% | -13.7% | +46.3% |
| 1Y | +75.6% | +60.6% | +15.0% | +70.3% |
| All | +75.6% | +62.2% | +13.5% | +70.3% |
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