+162.6%
DUK vs HWM
+1,487.1%
-1,324.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +1.9% | +7.3% | -5.4% | +1.0% |
| 30D | +8.9% | +1.6% | +7.3% | +8.4% |
| 3M | +5.6% | -21.9% | +27.4% | +8.6% |
| 6M | +7.0% | -19.0% | +26.0% | +9.3% |
| YTD | +14.0% | +7.9% | +6.1% | +11.5% |
| 1Y | +9.1% | +9.9% | -0.8% | +6.3% |
| 3Y | +67.6% | +342.1% | -274.6% | +28.4% |
| 5Y | +56.6% | +600.8% | -544.2% | +9.6% |
| All | +162.6% | +1,487.1% | -1,324.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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