+149.6%
HIG vs DUOL
+2.7%
+147.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | 0.0% |
| 7D | -2.3% | -8.6% | +6.3% | -1.9% |
| 30D | -1.2% | +7.2% | -8.4% | -1.6% |
| 3M | +6.3% | +19.1% | -12.8% | +5.4% |
| 6M | +0.6% | +52.5% | -51.9% | -1.5% |
| YTD | +0.6% | -17.3% | +17.9% | +1.1% |
| 1Y | +6.1% | -49.2% | +55.3% | +8.7% |
| 3Y | +102.0% | -7.3% | +109.2% | +99.1% |
| 5Y | +119.2% | -16.3% | +135.5% | +107.1% |
| All | +149.6% | +2.7% | +147.0% | +137.7% |
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