+60.4%
HCA vs DUOL
-9.6%
+70.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +5.4% | -7.0% | +12.4% | +5.5% |
| 30D | +3.0% | +6.7% | -3.7% | +2.8% |
| 3M | +13.0% | +16.0% | -3.0% | +12.7% |
| 6M | -20.3% | +45.4% | -65.7% | -20.7% |
| YTD | -8.2% | -18.1% | +9.9% | -7.4% |
| 1Y | +6.7% | -53.6% | +60.3% | +9.1% |
| 3Y | +60.4% | -11.0% | +71.4% | +58.8% |
| All | +60.4% | -9.6% | +70.0% | +58.8% |
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 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