+114.2%
HIG vs DUOL
-17.6%
+131.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.5% | -7.0% | +5.5% | -1.2% |
| 30D | -0.4% | +6.7% | -7.1% | -0.7% |
| 3M | +6.7% | +16.0% | -9.4% | +5.8% |
| 6M | +2.0% | +45.4% | -43.4% | 0.0% |
| YTD | +0.3% | -18.1% | +18.4% | +0.8% |
| 1Y | +4.2% | -53.6% | +57.7% | +7.4% |
| 3Y | +102.2% | -11.0% | +113.2% | +99.3% |
| All | +114.2% | -17.6% | +131.9% | +102.3% |
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 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