+15.0%
DUOL vs FHN
+90.9%
-75.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +5.1% | +1.2% | +3.9% | +4.9% |
| 30D | +14.1% | -4.7% | +18.8% | +15.0% |
| 3M | +41.5% | +3.5% | +38.0% | +40.6% |
| 6M | +60.6% | +7.8% | +52.8% | +58.2% |
| YTD | -12.0% | +5.9% | -17.9% | -13.0% |
| 1Y | -43.4% | +12.5% | -55.8% | -44.6% |
| 3Y | +3.7% | +117.2% | -113.5% | -4.4% |
| 5Y | -5.3% | +86.5% | -91.8% | -11.7% |
| All | +15.0% | +90.9% | -75.8% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling