+138.4%
HLT vs DUOL
-17.6%
+156.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.6% | -7.0% | +5.4% | -0.9% |
| 30D | -5.0% | +6.7% | -11.7% | -5.9% |
| 3M | -10.4% | +16.0% | -26.4% | -12.4% |
| 6M | +3.2% | +45.4% | -42.2% | -2.1% |
| YTD | +6.7% | -18.1% | +24.9% | +7.7% |
| 1Y | +10.3% | -53.6% | +63.8% | +18.1% |
| 3Y | +99.3% | -11.0% | +110.3% | +88.2% |
| All | +138.4% | -17.6% | +156.1% | +98.9% |
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 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