+228.7%
HL vs DUOL
-17.6%
+246.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -4.4% | -7.0% | +2.6% | -3.8% |
| 30D | +9.3% | +6.7% | +2.6% | +8.4% |
| 3M | +32.0% | +16.0% | +16.0% | +29.3% |
| 6M | -6.4% | +45.4% | -51.8% | -10.9% |
| YTD | +3.1% | -18.1% | +21.3% | +4.1% |
| 1Y | +77.6% | -53.6% | +131.1% | +89.8% |
| 3Y | +392.8% | -11.0% | +403.8% | +352.5% |
| All | +228.7% | -17.6% | +246.3% | +161.1% |
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