+172.0%
XHB vs DVA
+570.7%
-398.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.7% |
| 7D | +0.2% | +2.2% | -2.0% | -0.6% |
| 30D | -9.1% | -2.0% | -7.1% | -8.5% |
| 3M | -2.3% | -6.3% | +3.9% | -1.4% |
| 6M | -4.1% | +19.4% | -23.6% | -12.6% |
| YTD | -1.7% | +58.5% | -60.2% | -20.5% |
| 1Y | -15.1% | +33.9% | -49.0% | -26.9% |
| 3Y | +26.8% | +88.4% | -61.6% | -8.3% |
| 5Y | +37.3% | +39.5% | -2.2% | +6.8% |
| 10Y | +205.7% | +179.5% | +26.2% | +60.3% |
| All | +172.0% | +570.7% | -398.8% | -16.1% |
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