+645.2%
HWM vs DVA
+41.6%
+603.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.2% |
| 7D | -8.0% | +2.0% | -10.1% | -8.3% |
| 30D | -18.0% | -0.4% | -17.6% | -17.9% |
| 3M | -9.5% | -7.7% | -1.8% | -8.8% |
| 6M | -8.4% | +20.0% | -28.3% | -12.3% |
| YTD | +13.6% | +61.1% | -47.5% | +2.5% |
| 1Y | +30.2% | +33.9% | -3.6% | +21.5% |
| 3Y | +392.2% | +91.5% | +300.7% | +314.8% |
| 5Y | +645.2% | +41.8% | +603.4% | +608.0% |
| All | +645.2% | +41.6% | +603.6% | +608.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling