+211.6%
HAS vs DUOL
-16.6%
+228.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.0% |
| 7D | +2.2% | +14.0% | -11.9% | +0.7% |
| 30D | +29.6% | +2.9% | +26.7% | +28.8% |
| 3M | +30.3% | +17.8% | +12.4% | +27.5% |
| 6M | +25.6% | +42.8% | -17.2% | +20.1% |
| YTD | +50.8% | -12.1% | +62.9% | +51.2% |
| 1Y | +63.0% | -23.3% | +86.4% | +65.8% |
| 3Y | +211.6% | -24.0% | +235.6% | +217.6% |
| All | +211.6% | -16.6% | +228.2% | +217.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling