+277.8%
HBM vs DUOL
+2.7%
+275.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +4.3% | -11.8% | -8.1% |
| 7D | -3.7% | -8.6% | +4.9% | -2.7% |
| 30D | -3.7% | +7.2% | -10.8% | -5.0% |
| 3M | +8.0% | +19.1% | -11.1% | +4.2% |
| 6M | +15.8% | +52.5% | -36.7% | +6.8% |
| YTD | +34.4% | -17.3% | +51.7% | +35.5% |
| 1Y | +98.2% | -49.2% | +147.4% | +114.1% |
| 3Y | +476.6% | -7.3% | +483.8% | +438.9% |
| 5Y | +331.1% | -16.3% | +347.4% | +265.4% |
| All | +277.8% | +2.7% | +275.1% | +207.8% |
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