+54.2%
DUK vs HST
+83.2%
-28.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | -0.6% | -1.3% | +0.6% | -0.6% |
| 30D | +9.4% | +13.4% | -4.0% | +8.3% |
| 3M | +5.4% | +16.7% | -11.2% | +4.2% |
| 6M | +4.9% | +24.0% | -19.1% | +3.1% |
| YTD | +12.7% | +54.0% | -41.2% | +8.8% |
| 1Y | +7.8% | +55.0% | -47.3% | +3.9% |
| 3Y | +63.3% | +89.3% | -26.0% | +53.6% |
| 5Y | +54.2% | +85.4% | -31.2% | +48.6% |
| All | +54.2% | +83.2% | -28.9% | +48.6% |
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