+389.9%
HWM vs DVA
+88.7%
+301.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.1% | -8.6% | -10.4% |
| 7D | -9.2% | +2.2% | -11.4% | -9.4% |
| 30D | -17.9% | -2.0% | -15.8% | -17.6% |
| 3M | -6.0% | -6.3% | +0.2% | -5.8% |
| 6M | -7.4% | +19.4% | -26.8% | -10.3% |
| YTD | +13.1% | +58.5% | -45.4% | +5.4% |
| 1Y | +29.3% | +33.9% | -4.6% | +22.9% |
| 3Y | +389.9% | +88.4% | +301.5% | +341.2% |
| All | +389.9% | +88.7% | +301.3% | +341.2% |
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