+796.4%
HUT vs DVA
+91.2%
+705.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.1% |
| 7D | +18.9% | +2.0% | +16.9% | +18.1% |
| 30D | +12.0% | -0.4% | +12.3% | +12.0% |
| 3M | -14.9% | -7.7% | -7.2% | -13.5% |
| 6M | +96.8% | +20.0% | +76.8% | +83.6% |
| YTD | +108.8% | +61.1% | +47.7% | +78.9% |
| 1Y | +227.4% | +33.9% | +193.5% | +196.7% |
| All | +796.4% | +91.2% | +705.3% | +584.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling