+159.2%
DUK vs HAS
+99.1%
+60.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -1.1% | +1.6% | -2.8% | -1.4% |
| 30D | +8.8% | +26.6% | -17.8% | +5.0% |
| 3M | +5.0% | +29.0% | -23.9% | +1.1% |
| 6M | +4.6% | +30.6% | -26.0% | +0.3% |
| YTD | +12.6% | +51.5% | -38.9% | +5.2% |
| 1Y | +7.4% | +58.5% | -51.0% | -0.3% |
| 3Y | +63.1% | +214.1% | -151.0% | +32.5% |
| 5Y | +54.6% | +50.2% | +4.4% | +41.1% |
| All | +159.2% | +99.1% | +60.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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