+158.1%
HALO vs DUOL
-1.5%
+159.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.0% | -0.5% |
| 7D | -2.1% | -11.8% | +9.7% | -1.1% |
| 30D | +4.6% | +1.5% | +3.2% | +4.4% |
| 3M | +50.2% | +18.1% | +32.1% | +47.8% |
| 6M | +57.6% | +38.7% | +18.9% | +52.7% |
| YTD | +59.6% | -20.7% | +80.2% | +61.3% |
| 1Y | +41.2% | -49.1% | +90.3% | +47.1% |
| 3Y | +178.9% | -11.0% | +189.9% | +163.5% |
| 5Y | +160.1% | -18.0% | +178.1% | +133.0% |
| All | +158.1% | -1.5% | +159.6% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling