+172.6%
HPE vs DUK
-7.1%
+179.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +4.6% |
| 7D | +13.6% | -0.1% | +13.7% | +13.4% |
| 30D | +7.7% | +0.2% | +7.5% | +8.1% |
| 3M | +22.4% | -1.9% | +24.3% | +20.3% |
| 6M | +172.6% | -6.5% | +179.1% | +169.9% |
| All | +172.6% | -7.1% | +179.7% | +169.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling