+340.8%
HPE vs DUOL
-15.6%
+356.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.3% | -10.5% | -6.6% |
| 7D | +1.4% | -8.6% | +10.0% | +2.2% |
| 30D | +1.5% | +7.2% | -5.6% | +0.5% |
| 3M | +21.7% | +19.1% | +2.7% | +18.7% |
| 6M | +164.2% | +52.5% | +111.7% | +149.2% |
| YTD | +132.1% | -17.3% | +149.3% | +133.6% |
| 1Y | +130.6% | -49.2% | +179.9% | +143.5% |
| 3Y | +244.1% | -7.3% | +251.4% | +240.7% |
| 5Y | +340.8% | -16.3% | +357.1% | +301.6% |
| All | +340.8% | -15.6% | +356.4% | +301.6% |
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