+139.7%
HLT vs DUOL
+1.6%
+138.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| YTD | +6.7% | -18.1% | +24.9% | +7.7% |
| 1Y | +10.3% | -53.6% | +63.8% | +17.8% |
| 3Y | +99.3% | -11.0% | +110.3% | +89.0% |
| 5Y | +143.7% | -17.1% | +160.8% | +104.3% |
| All | +139.7% | +1.6% | +138.1% | +102.1% |
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 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