+157.6%
HALO vs DUOL
+1.6%
+156.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.7% | -7.0% | +4.3% | -2.2% |
| 30D | +5.3% | +6.7% | -1.4% | +4.7% |
| 3M | +51.6% | +16.0% | +35.5% | +49.3% |
| 6M | +61.3% | +45.4% | +15.8% | +55.6% |
| YTD | +59.3% | -18.1% | +77.4% | +60.6% |
| 1Y | +38.3% | -53.6% | +91.8% | +45.5% |
| 3Y | +185.9% | -11.0% | +196.8% | +170.5% |
| 5Y | +159.9% | -17.1% | +177.1% | +132.6% |
| All | +157.6% | +1.6% | +156.0% | +125.7% |
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