-14.9%
HAL vs DUK
+160.3%
-175.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.6% |
| 7D | +6.1% | +1.9% | +4.2% | +5.2% |
| 30D | +2.9% | +8.9% | -6.0% | -1.0% |
| 3M | +3.3% | +5.6% | -2.2% | +0.7% |
| 6M | -16.9% | +7.0% | -23.9% | -19.9% |
| YTD | +21.2% | +14.0% | +7.1% | +13.0% |
| 1Y | +27.5% | +9.1% | +18.5% | +21.3% |
| 3Y | -6.4% | +67.6% | -74.0% | -31.2% |
| 5Y | +58.0% | +56.6% | +1.4% | +18.8% |
| All | -14.9% | +160.3% | -175.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 10y: compounded portfolio wealth divided by compounded DUK 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…
10y analysis · Full analysis span regression · 6 months rolling