+514.9%
THC vs DVA
+5,180.6%
-4,665.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.3% |
| 7D | +0.2% | -4.8% | +5.0% | +1.5% |
| 30D | +9.0% | +0.9% | +8.1% | +8.5% |
| 3M | +12.9% | +2.9% | +10.0% | +11.7% |
| 6M | +52.8% | -7.8% | +60.6% | +54.6% |
| YTD | +47.4% | +61.5% | -14.1% | +25.8% |
| 1Y | +47.7% | +50.1% | -2.4% | +28.5% |
| 3Y | +444.7% | +121.1% | +323.5% | +323.3% |
| 5Y | +269.3% | +72.9% | +196.4% | +201.2% |
| 10Y | +1,913.5% | +208.2% | +1,705.3% | +1,360.9% |
| All | +514.9% | +5,180.6% | -4,665.7% | +236.5% |
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