+220.1%
HUT vs DVA
+141.9%
+78.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.2% |
| 7D | +9.3% | -8.8% | +18.1% | +12.1% |
| 30D | -23.1% | -3.4% | -19.7% | -23.3% |
| 3M | -30.6% | -2.6% | -28.0% | -31.2% |
| 6M | -46.9% | -11.9% | -35.0% | -46.2% |
| YTD | +25.3% | +53.6% | -28.3% | +6.5% |
| 1Y | +59.8% | +41.9% | +18.0% | +39.0% |
| 3Y | +467.2% | +97.5% | +369.7% | +336.5% |
| 5Y | -24.6% | +65.0% | -89.6% | -40.8% |
| All | +220.1% | +141.9% | +78.2% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling