-29.5%
HDB vs DUOL
+9.2%
-38.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | +0.4% | +5.1% | -4.7% | +0.1% |
| 30D | -2.8% | +14.1% | -17.0% | -3.9% |
| 3M | -3.5% | +41.5% | -45.0% | -6.2% |
| 6M | -24.7% | +60.6% | -85.3% | -27.7% |
| YTD | -36.6% | -12.0% | -24.6% | -36.5% |
| 1Y | -34.4% | -43.4% | +9.0% | -32.6% |
| 3Y | -24.4% | +3.7% | -28.1% | -28.8% |
| 5Y | -35.4% | -5.3% | -30.1% | -41.2% |
| All | -29.5% | +9.2% | -38.8% | -36.1% |
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 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