+398.8%
HL vs DUOL
-8.7%
+407.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.3% | -8.2% | -4.1% |
| 7D | -5.6% | -8.6% | +3.0% | -5.4% |
| 30D | +12.7% | +7.2% | +5.6% | +12.5% |
| 3M | +42.5% | +19.1% | +23.5% | +41.4% |
| 6M | -9.0% | +52.5% | -61.5% | -10.9% |
| YTD | +4.4% | -17.3% | +21.7% | +5.5% |
| 1Y | +82.7% | -49.2% | +131.9% | +89.4% |
| All | +398.8% | -8.7% | +407.5% | +371.6% |
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 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