+73.7%
HST vs DVA
+38.1%
+35.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +2.0% | +2.2% | -0.2% | +1.6% |
| 30D | -5.2% | -2.0% | -3.2% | -4.9% |
| 3M | -6.2% | -6.3% | 0.0% | -5.7% |
| 6M | +20.4% | +19.4% | +1.0% | +14.9% |
| YTD | +30.6% | +58.5% | -27.9% | +16.6% |
| 1Y | +37.4% | +33.9% | +3.5% | +27.0% |
| 3Y | +66.1% | +88.4% | -22.3% | +40.2% |
| 5Y | +73.7% | +39.5% | +34.2% | +60.2% |
| All | +73.7% | +38.1% | +35.6% | +60.2% |
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