+1.8%
DUK vs HWM
+26.9%
-25.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -1.7% | -12.5% | +10.8% | -1.9% |
| 30D | -2.2% | -19.0% | +16.7% | -2.6% |
| 3M | -3.7% | -8.6% | +4.9% | -4.1% |
| 6M | -6.3% | -10.2% | +3.8% | -6.5% |
| YTD | +4.5% | +11.3% | -6.8% | +4.9% |
| 1Y | +1.8% | +24.3% | -22.4% | +3.0% |
| All | +1.8% | +26.9% | -25.1% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling