+243.8%
HPQ vs DUK
+129.4%
+114.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | -0.7% | +10.4% | +10.0% |
| 30D | +22.4% | -2.4% | +24.8% | +23.3% |
| 3M | +45.2% | -3.0% | +48.2% | +46.4% |
| 6M | +96.4% | -6.6% | +103.0% | +100.2% |
| YTD | +65.4% | +4.6% | +60.8% | +62.0% |
| 1Y | +31.6% | +1.2% | +30.3% | +30.1% |
| 3Y | +37.0% | +45.7% | -8.6% | +14.6% |
| 5Y | +53.0% | +40.3% | +12.7% | +28.2% |
| All | +243.8% | +129.4% | +114.4% | +148.1% |
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