+2,545.7%
DUK vs HRB
+3,081.6%
-535.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.4% |
| 7D | -0.1% | -10.6% | +10.5% | +1.7% |
| 30D | +0.2% | -0.8% | +1.1% | 0.0% |
| 3M | -1.9% | +19.1% | -20.9% | -5.3% |
| 6M | -6.5% | +48.7% | -55.2% | -13.8% |
| YTD | +5.4% | +7.1% | -1.7% | +2.5% |
| 1Y | +3.6% | -8.3% | +11.9% | +3.2% |
| 3Y | +48.1% | +25.8% | +22.3% | +37.8% |
| 5Y | +39.6% | +111.1% | -71.5% | +16.5% |
| 10Y | +131.8% | +206.6% | -74.7% | +72.0% |
| All | +2,545.7% | +3,081.6% | -535.9% | +1,098.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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