-18.0%
DUOL vs FHN
+90.1%
-108.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | -11.8% | 0.0% | -11.8% | -11.8% |
| 30D | +1.5% | -2.6% | +4.1% | +1.8% |
| 3M | +18.1% | 0.0% | +18.1% | +18.1% |
| 6M | +38.7% | +9.2% | +29.4% | +36.2% |
| YTD | -20.7% | +4.3% | -25.0% | -21.4% |
| 1Y | -49.1% | +10.8% | -59.8% | -50.2% |
| 3Y | -11.0% | +130.7% | -141.8% | -18.6% |
| 5Y | -18.0% | +87.4% | -105.3% | -26.3% |
| All | -18.0% | +90.1% | -108.0% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 5y: compounded portfolio wealth divided by compounded FHN 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…
5y analysis · Full analysis span regression · 6 months rolling