+346.3%
HPE vs DUOL
+3.5%
+342.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -5.2% | +13.0% | +8.2% |
| 7D | +10.1% | -7.8% | +17.9% | +10.9% |
| 30D | +5.3% | +11.8% | -6.6% | +3.9% |
| 3M | +12.7% | +24.1% | -11.4% | +9.5% |
| 6M | +167.7% | +43.6% | +124.0% | +154.8% |
| YTD | +135.5% | -16.6% | +152.0% | +136.9% |
| 1Y | +143.4% | -46.0% | +189.4% | +155.0% |
| 3Y | +249.2% | -6.5% | +255.6% | +246.2% |
| 5Y | +343.8% | -7.4% | +351.3% | +306.1% |
| All | +346.3% | +3.5% | +342.8% | +314.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling