-21.5%
HDB vs DUOL
+16.9%
-38.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | +0.1% |
| 7D | +2.7% | +3.0% | -0.3% | +2.5% |
| 30D | +14.1% | +18.3% | -4.2% | +12.4% |
| 3M | +11.8% | +14.7% | -2.9% | +10.2% |
| 6M | +8.2% | +57.5% | -49.3% | +3.8% |
| YTD | -29.3% | -5.8% | -23.5% | -29.9% |
| 1Y | -28.8% | -11.4% | -17.4% | -29.1% |
| 3Y | -7.5% | -22.5% | +15.0% | -10.5% |
| 5Y | -23.1% | +6.6% | -29.7% | -31.0% |
| All | -21.5% | +16.9% | -38.4% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling