+500.4%
THC vs DVA
+4,923.3%
-4,423.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.0% | -8.8% | +9.7% | +3.5% |
| 30D | +5.3% | -3.4% | +8.7% | +6.1% |
| 3M | +7.1% | -2.6% | +9.7% | +7.5% |
| 6M | +46.0% | -11.9% | +57.9% | +49.6% |
| YTD | +43.9% | +53.6% | -9.7% | +24.5% |
| 1Y | +45.4% | +41.9% | +3.6% | +28.5% |
| 3Y | +421.3% | +97.5% | +323.8% | +317.9% |
| 5Y | +261.5% | +65.0% | +196.5% | +198.6% |
| 10Y | +1,865.8% | +193.2% | +1,672.6% | +1,345.9% |
| All | +500.4% | +4,923.3% | -4,423.0% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling