+8.8%
HD vs DUOL
-1.5%
+10.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | -0.7% |
| 7D | -1.8% | -11.8% | +10.0% | -0.9% |
| 30D | -10.8% | +1.5% | -12.3% | -11.1% |
| 3M | -2.7% | +18.1% | -20.8% | -4.3% |
| 6M | -10.3% | +38.7% | -48.9% | -13.1% |
| YTD | -7.8% | -20.7% | +12.8% | -6.9% |
| 1Y | -23.1% | -49.1% | +26.0% | -19.9% |
| 3Y | +2.0% | -11.0% | +13.0% | -2.5% |
| 5Y | +6.2% | -18.0% | +24.2% | -5.3% |
| All | +8.8% | -1.5% | +10.3% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling