-23.1%
HD vs DUOL
-48.8%
+25.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | -0.9% |
| 7D | -1.8% | -11.8% | +10.0% | -1.5% |
| 30D | -10.8% | +1.5% | -12.3% | -10.9% |
| 3M | -2.7% | +18.1% | -20.8% | -3.2% |
| 6M | -10.3% | +38.7% | -48.9% | -11.3% |
| YTD | -7.8% | -20.7% | +12.8% | -5.8% |
| 1Y | -23.1% | -49.1% | +26.0% | -20.3% |
| All | -23.1% | -48.8% | +25.7% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling