+116.4%
HPE vs DUK
+7.9%
+108.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.1% | -3.6% |
| 7D | -17.0% | +4.9% | -21.8% | -13.4% |
| 30D | -26.7% | +13.8% | -40.6% | -18.7% |
| 3M | -4.1% | +5.2% | -9.3% | +0.4% |
| 6M | +75.4% | +3.5% | +72.0% | +83.3% |
| YTD | +111.0% | +13.5% | +97.6% | +137.1% |
| 1Y | +116.4% | +8.3% | +108.1% | +133.3% |
| All | +116.4% | +7.9% | +108.6% | +133.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling