+39.6%
DUK vs HST
+75.9%
-36.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +0.2% | -2.8% | +3.0% | +0.4% |
| 3M | -1.9% | -6.5% | +4.6% | -1.5% |
| 6M | -6.5% | +20.7% | -27.2% | -7.9% |
| YTD | +5.4% | +30.5% | -25.0% | +3.1% |
| 1Y | +3.6% | +36.8% | -33.2% | +0.8% |
| 3Y | +48.1% | +65.9% | -17.8% | +40.7% |
| 5Y | +39.6% | +73.9% | -34.3% | +35.0% |
| All | +39.6% | +75.9% | -36.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling