+2.7%
HLT vs DUOL
+44.6%
-41.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.2% |
| 7D | -2.6% | -8.6% | +6.0% | -2.7% |
| 30D | -2.6% | +7.2% | -9.8% | -2.5% |
| 3M | -9.4% | +19.1% | -28.5% | -9.2% |
| 6M | +2.7% | +52.5% | -49.8% | +2.5% |
| All | +2.7% | +44.6% | -41.8% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling