+1.7%
HUT vs DVA
+62.2%
-60.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.8% | -29.0% | -24.5% |
| 7D | -29.5% | +4.7% | -34.3% | -30.5% |
| 30D | -45.2% | +7.8% | -53.0% | -46.5% |
| 3M | -51.6% | -15.5% | -36.1% | -49.0% |
| 6M | -37.3% | +25.0% | -62.4% | -43.1% |
| YTD | +6.5% | +69.6% | -63.0% | +1.8% |
| 1Y | +1.7% | +60.6% | -58.9% | -5.8% |
| All | +1.7% | +62.2% | -60.4% | -5.8% |
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