+487.8%
DUK vs HBM
+649.7%
-161.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -0.1% | +5.5% | -5.6% | -0.3% |
| 30D | +0.2% | +3.3% | -3.0% | +0.1% |
| 3M | -1.9% | +12.7% | -14.5% | -2.6% |
| 6M | -6.5% | +28.2% | -34.7% | -8.0% |
| YTD | +5.4% | +45.3% | -39.9% | +3.0% |
| 1Y | +3.6% | +121.7% | -118.2% | -0.9% |
| 3Y | +48.1% | +523.5% | -475.4% | +33.4% |
| 5Y | +39.6% | +393.9% | -354.3% | +25.2% |
| 10Y | +131.8% | +647.9% | -516.1% | +90.3% |
| All | +487.8% | +649.7% | -161.9% | +350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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