+569.1%
HST vs DVA
+5,194.7%
-4,625.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -1.0% | +1.8% | -2.9% | -1.4% |
| 30D | -12.3% | -2.5% | -9.8% | -11.8% |
| 3M | -6.4% | -4.3% | -2.1% | -6.0% |
| 6M | +15.0% | +18.9% | -3.9% | +10.0% |
| YTD | +30.5% | +61.9% | -31.4% | +16.7% |
| 1Y | +35.7% | +35.7% | -0.1% | +25.5% |
| 3Y | +68.4% | +78.6% | -10.3% | +44.8% |
| 5Y | +73.1% | +39.2% | +33.9% | +52.8% |
| 10Y | +92.7% | +184.0% | -91.3% | +45.5% |
| All | +569.1% | +5,194.7% | -4,625.6% | +274.6% |
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