+49.1%
DUK vs THC
+253.4%
-204.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | +0.7% | -2.6% | +3.3% | +0.8% |
| 30D | -2.0% | -1.2% | -0.9% | -2.0% |
| 3M | +0.2% | +58.9% | -58.7% | -2.1% |
| 6M | -6.9% | +9.3% | -16.2% | -7.5% |
| YTD | +6.1% | +30.4% | -24.2% | +4.5% |
| 1Y | +4.4% | +34.6% | -30.2% | +2.6% |
| 3Y | +49.1% | +246.7% | -197.5% | +30.2% |
| All | +49.1% | +253.4% | -204.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling