+59.8%
HUT vs DVA
+42.3%
+17.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.2% |
| 7D | +9.3% | -8.8% | +18.1% | +11.2% |
| 30D | -23.1% | -3.4% | -19.7% | -23.5% |
| 3M | -30.6% | -2.6% | -28.0% | -31.4% |
| 6M | -46.9% | -11.9% | -35.0% | -46.5% |
| YTD | +25.3% | +53.6% | -28.3% | +22.3% |
| 1Y | +59.8% | +41.9% | +18.0% | +52.3% |
| All | +59.8% | +42.3% | +17.5% | +52.3% |
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