+237.8%
HIMS vs DUOL
+3.5%
+234.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +3.6% |
| 7D | -0.9% | -7.8% | +6.8% | +1.9% |
| 30D | -10.8% | +11.8% | -22.7% | -15.2% |
| 3M | +3.7% | +24.1% | -20.4% | -5.9% |
| 6M | +79.0% | +43.6% | +35.3% | +53.0% |
| YTD | -13.2% | -16.6% | +3.3% | -10.7% |
| 1Y | -43.3% | -46.0% | +2.8% | -32.6% |
| 3Y | +331.4% | -6.5% | +337.9% | +318.0% |
| 5Y | +230.2% | -7.4% | +237.7% | +164.6% |
| All | +237.8% | +3.5% | +234.2% | +155.9% |
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