+289.4%
HPE vs DUK
+47.2%
+242.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.5% |
| 7D | +19.4% | -0.7% | +20.1% | +19.0% |
| 30D | +5.6% | -2.4% | +8.1% | +4.5% |
| 3M | +33.1% | -3.0% | +36.1% | +31.6% |
| 6M | +192.5% | -6.6% | +199.0% | +186.8% |
| YTD | +160.9% | +4.6% | +156.4% | +165.3% |
| 1Y | +155.0% | +1.2% | +153.7% | +157.4% |
| 3Y | +289.4% | +45.7% | +243.7% | +284.0% |
| All | +289.4% | +47.2% | +242.2% | +284.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling