+332.5%
HBM vs DUOL
-17.6%
+350.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -3.3% | -7.0% | +3.7% | -2.5% |
| 30D | -4.8% | +6.7% | -11.5% | -6.0% |
| 3M | -0.4% | +16.0% | -16.4% | -3.6% |
| 6M | +17.9% | +45.4% | -27.5% | +9.6% |
| YTD | +33.7% | -18.1% | +51.8% | +35.0% |
| 1Y | +95.6% | -53.6% | +149.1% | +114.6% |
| 3Y | +458.1% | -11.0% | +469.1% | +425.8% |
| All | +332.5% | -17.6% | +350.1% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling