+680.7%
HST vs DVA
+4,923.3%
-4,242.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +3.6% | -8.8% | +12.3% | +5.3% |
| 30D | +11.2% | -3.4% | +14.6% | +11.7% |
| 3M | +13.1% | -2.6% | +15.7% | +13.2% |
| 6M | +23.9% | -11.9% | +35.8% | +25.8% |
| YTD | +52.3% | +53.6% | -1.4% | +37.0% |
| 1Y | +56.7% | +41.9% | +14.8% | +43.2% |
| 3Y | +87.5% | +97.5% | -10.0% | +58.6% |
| 5Y | +82.8% | +65.0% | +17.8% | +55.7% |
| 10Y | +134.6% | +193.2% | -58.7% | +75.7% |
| All | +680.7% | +4,923.3% | -4,242.6% | +339.9% |
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