+7.1%
HD vs DUOL
+2.7%
+4.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.8% |
| 7D | -3.9% | -8.6% | +4.7% | -3.3% |
| 30D | -13.1% | +7.2% | -20.3% | -13.7% |
| 3M | -3.4% | +19.1% | -22.5% | -5.1% |
| 6M | -12.6% | +52.5% | -65.1% | -15.9% |
| YTD | -9.2% | -17.3% | +8.1% | -8.6% |
| 1Y | -23.9% | -49.2% | +25.3% | -20.7% |
| 3Y | +0.4% | -7.3% | +7.7% | -4.3% |
| 5Y | +4.5% | -16.3% | +20.8% | -7.0% |
| All | +7.1% | +2.7% | +4.5% | -6.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling