+159.2%
DUK vs HST
+133.9%
+25.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.1% | +3.6% | -4.8% | -1.7% |
| 30D | +8.8% | +9.9% | -1.1% | +7.2% |
| 3M | +5.0% | +12.9% | -7.9% | +3.1% |
| 6M | +4.6% | +22.9% | -18.3% | +1.2% |
| YTD | +12.6% | +52.4% | -39.8% | +5.1% |
| 1Y | +7.4% | +52.5% | -45.1% | +0.3% |
| 3Y | +63.1% | +87.4% | -24.3% | +45.4% |
| 5Y | +54.6% | +82.9% | -28.4% | +35.6% |
| All | +159.2% | +133.9% | +25.3% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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