+33,829.3%
HD vs DUK
+2,774.5%
+31,054.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +1.5% | +1.9% | -0.4% | +0.8% |
| 30D | +18.0% | +8.9% | +9.1% | +14.2% |
| 3M | +2.8% | +5.6% | -2.8% | +0.7% |
| 6M | +17.0% | +7.0% | +10.0% | +13.9% |
| YTD | +3.5% | +14.0% | -10.5% | -1.8% |
| 1Y | -2.6% | +9.1% | -11.7% | -6.0% |
| 3Y | +30.7% | +67.6% | -36.8% | +5.6% |
| 5Y | +6.2% | +56.6% | -50.4% | -12.5% |
| 10Y | +242.7% | +159.8% | +82.9% | +131.1% |
| All | +33,829.3% | +2,774.5% | +31,054.8% | +6,135.4% |
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