+31,139.8%
HD vs DUK
+2,553.0%
+28,586.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -2.1% | 0.0% | -2.0% | -2.1% |
| 30D | -8.4% | -1.7% | -6.7% | -7.9% |
| 3M | +4.3% | -0.4% | +4.8% | +4.4% |
| 6M | -11.1% | -7.2% | -3.9% | -8.7% |
| YTD | -4.7% | +5.3% | -9.9% | -6.8% |
| 1Y | -19.8% | +3.0% | -22.8% | -21.0% |
| 3Y | +4.1% | +53.1% | -49.0% | -13.0% |
| 5Y | +10.3% | +37.9% | -27.6% | -4.7% |
| 10Y | +203.2% | +124.8% | +78.3% | +115.4% |
| All | +31,139.8% | +2,553.0% | +28,586.8% | +5,817.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling