+490.5%
DUK vs HDB
+4,259.4%
-3,768.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +1.9% | +2.7% | -0.8% | +1.5% |
| 30D | +8.9% | +14.1% | -5.3% | +6.5% |
| 3M | +5.6% | +11.8% | -6.3% | +3.5% |
| 6M | +7.0% | +8.2% | -1.2% | +5.1% |
| YTD | +14.0% | -29.3% | +43.4% | +19.7% |
| 1Y | +9.1% | -28.8% | +37.9% | +14.4% |
| 3Y | +67.6% | -7.5% | +75.0% | +66.6% |
| 5Y | +56.6% | -23.1% | +79.6% | +58.5% |
| 10Y | +159.8% | +63.7% | +96.1% | +125.8% |
| All | +490.5% | +4,259.4% | -3,768.8% | +249.8% |
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