+456.3%
THC vs DVA
+5,194.7%
-4,738.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | +1.3% | -2.5% | +3.8% | +1.9% |
| 3M | +64.2% | -4.3% | +68.5% | +65.0% |
| 6M | +8.3% | +18.9% | -10.6% | +1.5% |
| YTD | +33.4% | +61.9% | -28.6% | +14.0% |
| 1Y | +37.7% | +35.7% | +1.9% | +23.5% |
| 3Y | +236.8% | +78.6% | +158.1% | +177.0% |
| 5Y | +249.3% | +39.2% | +210.0% | +201.5% |
| 10Y | +995.2% | +184.0% | +811.2% | +707.1% |
| All | +456.3% | +5,194.7% | -4,738.4% | +205.0% |
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