+563.1%
HPE vs DUK
+129.4%
+433.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | +19.4% | -0.7% | +20.1% | +19.6% |
| 30D | +5.6% | -2.4% | +8.1% | +6.3% |
| 3M | +33.1% | -3.0% | +36.1% | +33.6% |
| 6M | +192.5% | -6.6% | +199.0% | +196.1% |
| YTD | +160.9% | +4.6% | +156.4% | +155.0% |
| 1Y | +155.0% | +1.2% | +153.7% | +151.1% |
| 3Y | +289.4% | +45.7% | +243.7% | +224.5% |
| 5Y | +395.7% | +40.3% | +355.4% | +313.3% |
| All | +563.1% | +129.4% | +433.7% | +372.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling