+1,039.2%
THC vs DVA
+186.3%
+852.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.2% | +3.0% |
| 7D | +4.1% | +2.0% | +2.1% | +3.0% |
| 30D | +3.5% | -0.4% | +3.9% | +3.6% |
| 3M | +61.7% | -7.7% | +69.4% | +65.8% |
| 6M | +11.8% | +20.0% | -8.1% | -3.4% |
| YTD | +35.4% | +61.1% | -25.7% | -3.5% |
| 1Y | +37.0% | +33.9% | +3.1% | +8.8% |
| 3Y | +260.1% | +91.5% | +168.5% | +116.2% |
| 5Y | +262.6% | +41.8% | +220.8% | +152.9% |
| 10Y | +1,039.2% | +187.5% | +851.7% | +444.8% |
| All | +1,039.2% | +186.3% | +852.9% | +444.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling