+7.0%
DUK vs HWM
-18.3%
+25.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.2% |
| 7D | +1.9% | +7.3% | -5.4% | +2.5% |
| 30D | +8.9% | +1.6% | +7.3% | +9.0% |
| 3M | +5.6% | -21.9% | +27.4% | +4.4% |
| 6M | +7.0% | -19.0% | +26.0% | +6.0% |
| All | +7.0% | -18.3% | +25.3% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling