+39.6%
DUK vs THC
+258.2%
-218.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.9% |
| 7D | -0.1% | +4.1% | -4.2% | -0.4% |
| 30D | +0.2% | +3.5% | -3.3% | 0.0% |
| 3M | -1.9% | +61.7% | -63.6% | -5.4% |
| 6M | -6.5% | +11.8% | -18.4% | -7.5% |
| YTD | +5.4% | +35.4% | -30.0% | +2.7% |
| 1Y | +3.6% | +37.0% | -33.5% | +0.6% |
| 3Y | +48.1% | +260.1% | -211.9% | +29.9% |
| 5Y | +39.6% | +262.6% | -223.0% | +17.6% |
| All | +39.6% | +258.2% | -218.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling