+77.0%
HAL vs DUOL
+16.9%
+60.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.0% | -1.9% | +2.7% |
| 7D | +6.1% | +3.0% | +3.0% | +5.8% |
| 30D | +2.9% | +18.3% | -15.4% | +1.3% |
| 3M | +3.3% | +14.7% | -11.4% | +1.7% |
| 6M | -16.9% | +57.5% | -74.4% | -21.0% |
| YTD | +21.2% | -5.8% | +27.0% | +20.4% |
| 1Y | +27.5% | -11.4% | +38.9% | +27.4% |
| 3Y | -6.4% | -22.5% | +16.1% | -7.8% |
| 5Y | +58.0% | +6.6% | +51.4% | +36.2% |
| All | +77.0% | +16.9% | +60.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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