+449.7%
DUK vs HDB
+3,694.0%
-3,244.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +1.3% |
| 7D | +0.7% | -2.0% | +2.8% | +1.0% |
| 30D | -2.0% | -4.9% | +2.8% | -1.3% |
| 3M | +0.2% | -2.3% | +2.5% | +0.3% |
| 6M | -6.9% | -23.7% | +16.8% | -3.3% |
| YTD | +6.1% | -38.5% | +44.6% | +14.1% |
| 1Y | +4.4% | -36.5% | +40.9% | +11.6% |
| 3Y | +49.1% | -28.5% | +77.6% | +54.8% |
| 5Y | +39.6% | -37.4% | +76.9% | +46.2% |
| 10Y | +125.1% | +34.0% | +91.1% | +102.1% |
| All | +449.7% | +3,694.0% | -3,244.3% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling