+129.6%
DUK vs HWM
+1,494.1%
-1,364.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | -1.7% | -11.0% | +9.3% | -0.2% |
| 3M | -0.4% | +4.0% | -4.5% | -1.2% |
| 6M | -7.2% | -0.2% | -7.0% | -7.7% |
| YTD | +5.3% | +26.7% | -21.4% | +1.2% |
| 1Y | +3.0% | +44.7% | -41.8% | -3.1% |
| 3Y | +53.1% | +426.1% | -373.0% | +15.4% |
| 5Y | +37.9% | +738.5% | -700.6% | -5.1% |
| All | +129.6% | +1,494.1% | -1,364.5% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling