+394.6%
HPE vs DUOL
+1.6%
+393.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.5% | +12.5% |
| 7D | +19.4% | -7.0% | +26.4% | +20.1% |
| 30D | +5.6% | +6.7% | -1.1% | +4.6% |
| 3M | +33.1% | +16.0% | +17.0% | +30.1% |
| 6M | +192.5% | +45.4% | +147.0% | +177.8% |
| YTD | +160.9% | -18.1% | +179.1% | +162.8% |
| 1Y | +155.0% | -53.6% | +208.5% | +171.3% |
| 3Y | +289.4% | -11.0% | +300.4% | +287.1% |
| 5Y | +395.7% | -17.1% | +412.8% | +353.3% |
| All | +394.6% | +1.6% | +393.0% | +359.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling