-33.6%
HDB vs DUOL
+2.7%
-36.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.3% | -1.4% |
| 7D | -6.2% | -8.6% | +2.4% | -5.6% |
| 30D | -6.2% | +7.2% | -13.4% | -6.8% |
| 3M | -5.9% | +19.1% | -24.9% | -7.3% |
| 6M | -25.9% | +52.5% | -78.4% | -28.5% |
| YTD | -40.2% | -17.3% | -22.9% | -39.9% |
| 1Y | -38.0% | -49.2% | +11.2% | -35.7% |
| 3Y | -30.5% | -7.3% | -23.2% | -34.0% |
| 5Y | -38.1% | -16.3% | -21.9% | -43.7% |
| All | -33.6% | +2.7% | -36.3% | -39.5% |
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 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