+40.7%
THC vs DVA
+62.2%
-21.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.8% | +3.8% | +8.4% |
| 7D | +8.8% | +4.7% | +4.1% | +7.8% |
| 30D | +12.6% | +7.8% | +4.8% | +10.8% |
| 3M | +15.4% | -15.5% | +30.9% | +17.9% |
| 6M | +57.7% | +25.0% | +32.6% | +47.1% |
| YTD | +47.1% | +69.6% | -22.5% | +29.4% |
| 1Y | +40.7% | +60.6% | -19.9% | +27.0% |
| All | +40.7% | +62.2% | -21.5% | +27.0% |
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 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