+128.1%
DUK vs HWM
+1,311.7%
-1,183.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.7% | -11.4% | +10.8% | +0.8% |
| 30D | -2.4% | -18.5% | +16.0% | 0.0% |
| 3M | -3.0% | -13.2% | +10.2% | -1.5% |
| 6M | -6.6% | -8.7% | +2.1% | -6.0% |
| YTD | +4.6% | +12.2% | -7.6% | +2.0% |
| 1Y | +1.2% | +24.9% | -23.7% | -2.9% |
| 3Y | +45.7% | +383.9% | -338.3% | +10.7% |
| 5Y | +40.3% | +646.1% | -605.8% | -2.1% |
| All | +128.1% | +1,311.7% | -1,183.6% | +33.9% |
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