+2,729.0%
DUK vs HST
+1,587.7%
+1,141.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | -0.6% | -1.3% | +0.6% | -0.5% |
| 30D | +9.4% | +13.4% | -4.0% | +7.6% |
| 3M | +5.4% | +16.7% | -11.2% | +3.3% |
| 6M | +4.9% | +24.0% | -19.1% | +1.8% |
| YTD | +12.7% | +54.0% | -41.2% | +6.2% |
| 1Y | +7.8% | +55.0% | -47.3% | +1.4% |
| 3Y | +63.3% | +89.3% | -26.0% | +48.2% |
| 5Y | +54.2% | +85.4% | -31.2% | +38.3% |
| 10Y | +156.8% | +137.1% | +19.7% | +114.6% |
| All | +2,729.0% | +1,587.7% | +1,141.3% | +1,531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling