+131.8%
DUK vs HAS
+54.3%
+77.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -0.1% | -4.8% | +4.7% | +0.6% |
| 30D | +0.2% | -5.1% | +5.4% | +1.0% |
| 3M | -1.9% | +6.4% | -8.3% | -2.9% |
| 6M | -6.5% | -5.6% | -0.9% | -6.1% |
| YTD | +5.4% | +11.0% | -5.5% | +3.2% |
| 1Y | +3.6% | +16.8% | -13.2% | +0.5% |
| 3Y | +48.1% | +44.0% | +4.1% | +36.6% |
| 5Y | +39.6% | +11.0% | +28.6% | +33.1% |
| 10Y | +131.8% | +56.0% | +75.8% | +94.9% |
| All | +131.8% | +54.3% | +77.6% | +94.9% |
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