+458.1%
HBM vs DUOL
-9.6%
+467.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -3.3% | -7.0% | +3.7% | -2.8% |
| 30D | -4.8% | +6.7% | -11.5% | -5.6% |
| 3M | -0.4% | +16.0% | -16.4% | -2.7% |
| 6M | +17.9% | +45.4% | -27.5% | +11.5% |
| YTD | +33.7% | -18.1% | +51.8% | +36.3% |
| 1Y | +95.6% | -53.6% | +149.1% | +115.8% |
| 3Y | +458.1% | -11.0% | +469.1% | +471.7% |
| All | +458.1% | -9.6% | +467.7% | +471.7% |
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 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