-37.8%
HDB vs DUOL
-11.2%
-26.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.4% |
| 7D | -4.9% | -11.8% | +6.9% | -4.0% |
| 30D | -5.8% | +1.5% | -7.3% | -6.0% |
| 3M | -5.2% | +18.1% | -23.3% | -6.7% |
| 6M | -25.7% | +38.7% | -64.4% | -27.9% |
| YTD | -39.6% | -20.7% | -18.9% | -39.1% |
| 1Y | -36.9% | -49.1% | +12.2% | -34.6% |
| 3Y | -29.7% | -11.0% | -18.7% | -33.2% |
| 5Y | -37.8% | -18.0% | -19.8% | -43.1% |
| All | -37.8% | -11.2% | -26.6% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling