+162.6%
DUK vs HAS
+97.5%
+65.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +1.9% | +1.4% | +0.6% | +1.7% |
| 30D | +8.9% | +26.3% | -17.4% | +5.2% |
| 3M | +5.6% | +25.6% | -20.0% | +2.0% |
| 6M | +7.0% | +30.3% | -23.3% | +2.6% |
| YTD | +14.0% | +50.4% | -36.3% | +6.7% |
| 1Y | +9.1% | +57.7% | -48.6% | +1.3% |
| 3Y | +67.6% | +213.4% | -145.8% | +36.2% |
| 5Y | +56.6% | +49.1% | +7.5% | +43.1% |
| All | +162.6% | +97.5% | +65.0% | +113.3% |
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