+126.0%
DUK vs HDB
+42.1%
+84.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.8% | -1.3% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -2.4% | +1.0% | -3.4% | -2.7% |
| 3M | -3.0% | -2.0% | -1.0% | -3.1% |
| 6M | -6.6% | -18.1% | +11.6% | -3.5% |
| YTD | +4.6% | -36.1% | +40.7% | +13.5% |
| 1Y | +1.2% | -34.0% | +35.3% | +9.1% |
| 3Y | +45.7% | -26.7% | +72.4% | +51.6% |
| 5Y | +40.3% | -33.9% | +74.2% | +47.5% |
| All | +126.0% | +42.1% | +84.0% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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