+403.8%
HUT vs DVA
+151.3%
+252.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.3% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +2.1% | +1.7% | +0.4% | +1.5% |
| 3M | -14.3% | -8.7% | -5.6% | -12.5% |
| 6M | +84.2% | +19.7% | +64.6% | +73.7% |
| YTD | +97.2% | +59.6% | +37.6% | +68.3% |
| 1Y | +192.7% | +37.1% | +155.6% | +160.7% |
| 3Y | +712.6% | +89.8% | +622.8% | +538.0% |
| 5Y | +85.5% | +47.4% | +38.1% | +51.8% |
| All | +403.8% | +151.3% | +252.5% | +262.7% |
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