+666.4%
HPE vs DUK
+154.5%
+511.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.4% | -6.0% |
| 7D | +1.4% | -1.7% | +3.1% | +1.9% |
| 30D | +1.5% | -2.2% | +3.8% | +2.2% |
| 3M | +21.7% | -3.7% | +25.4% | +22.5% |
| 6M | +164.2% | -6.3% | +170.5% | +167.2% |
| YTD | +132.1% | +4.5% | +127.5% | +126.9% |
| 1Y | +130.6% | +1.8% | +128.8% | +126.8% |
| 3Y | +244.1% | +46.8% | +197.3% | +187.7% |
| 5Y | +340.8% | +40.2% | +300.6% | +270.2% |
| 10Y | +500.2% | +129.8% | +370.4% | +324.6% |
| All | +666.4% | +154.5% | +511.9% | +373.7% |
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 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