+420.1%
HUT vs DVA
+155.0%
+265.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.8% |
| 7D | +17.8% | +1.8% | +16.0% | +17.2% |
| 30D | +0.8% | -2.5% | +3.3% | +1.6% |
| 3M | -26.8% | -4.3% | -22.5% | -26.4% |
| 6M | +72.6% | +18.9% | +53.7% | +63.0% |
| YTD | +103.6% | +61.9% | +41.7% | +73.1% |
| 1Y | +265.3% | +35.7% | +229.5% | +226.4% |
| 3Y | +689.4% | +78.6% | +610.8% | +531.1% |
| 5Y | +75.3% | +39.2% | +36.1% | +46.1% |
| All | +420.1% | +155.0% | +265.2% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling