+5,431.0%
HON vs DUK
+2,534.2%
+2,896.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.0% |
| 7D | -2.6% | -1.7% | -1.0% | -1.9% |
| 30D | -11.9% | -2.2% | -9.6% | -11.1% |
| 3M | -6.1% | -3.7% | -2.4% | -4.8% |
| 6M | -19.2% | -6.3% | -12.9% | -17.3% |
| YTD | +0.2% | +4.5% | -4.4% | -2.1% |
| 1Y | -1.5% | +1.8% | -3.3% | -2.8% |
| 3Y | +17.9% | +46.8% | -28.9% | -1.2% |
| 5Y | +1.9% | +40.2% | -38.3% | -13.7% |
| 10Y | +135.2% | +129.8% | +5.4% | +60.0% |
| All | +5,431.0% | +2,534.2% | +2,896.8% | +1,222.8% |
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