+1,913.5%
THC vs DVA
+206.9%
+1,706.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | -0.4% |
| 7D | +0.2% | -4.8% | +5.0% | +2.8% |
| 30D | +9.0% | +0.9% | +8.1% | +7.9% |
| 3M | +12.9% | +2.9% | +10.0% | +10.3% |
| 6M | +52.8% | -7.8% | +60.6% | +55.2% |
| YTD | +47.4% | +61.5% | -14.1% | +3.4% |
| 1Y | +47.7% | +50.1% | -2.4% | +8.2% |
| 3Y | +444.7% | +121.1% | +323.5% | +196.5% |
| 5Y | +269.3% | +72.9% | +196.4% | +119.4% |
| 10Y | +1,913.5% | +208.2% | +1,705.3% | +652.9% |
| All | +1,913.5% | +206.9% | +1,706.7% | +652.9% |
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