+327.3%
HIMS vs DUOL
-12.4%
+339.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +1.0% |
| 7D | -2.7% | -11.8% | +9.1% | +2.0% |
| 30D | -12.2% | +1.5% | -13.7% | -13.6% |
| 3M | -3.7% | +18.1% | -21.9% | -11.9% |
| 6M | +25.9% | +38.7% | -12.8% | +7.2% |
| YTD | -14.1% | -20.7% | +6.6% | -9.7% |
| 1Y | -41.6% | -49.1% | +7.5% | -27.7% |
| All | +327.3% | -12.4% | +339.7% | +389.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling