+689.3%
HST vs DVA
+5,180.6%
-4,491.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.0% |
| 7D | -1.3% | -4.8% | +3.5% | -0.4% |
| 30D | +13.4% | +0.9% | +12.4% | +12.9% |
| 3M | +16.7% | +2.9% | +13.8% | +15.6% |
| 6M | +24.0% | -7.8% | +31.8% | +24.8% |
| YTD | +54.0% | +61.5% | -7.6% | +37.2% |
| 1Y | +55.0% | +50.1% | +5.0% | +40.2% |
| 3Y | +89.3% | +121.1% | -31.8% | +56.7% |
| 5Y | +85.4% | +72.9% | +12.5% | +56.6% |
| 10Y | +137.1% | +208.2% | -71.1% | +76.0% |
| All | +689.3% | +5,180.6% | -4,491.3% | +340.6% |
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