+9.7%
HAS vs DUOL
-1.5%
+11.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.0% |
| 7D | -4.8% | -11.8% | +6.9% | -3.8% |
| 30D | -5.1% | +1.5% | -6.6% | -5.4% |
| 3M | +6.4% | +18.1% | -11.8% | +4.2% |
| 6M | -5.6% | +38.7% | -44.3% | -9.3% |
| YTD | +11.0% | -20.7% | +31.6% | +12.3% |
| 1Y | +16.8% | -49.1% | +65.9% | +22.7% |
| 3Y | +44.0% | -11.0% | +55.1% | +39.3% |
| 5Y | +11.0% | -18.0% | +29.0% | -0.5% |
| All | +9.7% | -1.5% | +11.2% | -2.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling