+215.0%
HIMS vs DUOL
-15.6%
+230.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -3.2% |
| 7D | -1.4% | -8.6% | +7.2% | +1.7% |
| 30D | -10.1% | +7.2% | -17.2% | -13.2% |
| 3M | -1.2% | +19.1% | -20.3% | -9.0% |
| 6M | +16.9% | +52.5% | -35.6% | -2.1% |
| YTD | -15.5% | -17.3% | +1.8% | -12.8% |
| 1Y | -42.6% | -49.2% | +6.7% | -30.2% |
| 3Y | +320.2% | -7.3% | +327.5% | +308.1% |
| 5Y | +215.0% | -16.3% | +231.3% | +149.6% |
| All | +215.0% | -15.6% | +230.6% | +149.6% |
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