+54.0%
HL vs DUK
+2,534.2%
-2,480.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -5.6% | -1.7% | -3.9% | -5.2% |
| 30D | +12.7% | -2.2% | +15.0% | +13.4% |
| 3M | +42.5% | -3.7% | +46.2% | +43.6% |
| 6M | -9.0% | -6.3% | -2.7% | -7.8% |
| YTD | +4.4% | +4.5% | -0.1% | +2.5% |
| 1Y | +82.7% | +1.8% | +80.8% | +80.3% |
| 3Y | +406.3% | +46.8% | +359.5% | +349.6% |
| 5Y | +238.2% | +40.2% | +197.9% | +204.4% |
| 10Y | +268.9% | +129.8% | +139.1% | +194.8% |
| All | +54.0% | +2,534.2% | -2,480.2% | +56.2% |
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