+103.2%
HST vs DUOL
+11.3%
+91.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.6% |
| 7D | +3.6% | +0.3% | +3.4% | +3.5% |
| 30D | +9.9% | +12.4% | -2.5% | +8.2% |
| 3M | +12.9% | +16.9% | -4.0% | +10.3% |
| 6M | +22.9% | +48.5% | -25.6% | +16.3% |
| YTD | +52.4% | -10.3% | +62.7% | +51.7% |
| 1Y | +52.5% | -15.6% | +68.2% | +52.7% |
| 3Y | +87.4% | -25.6% | +113.0% | +81.3% |
| 5Y | +82.9% | +1.5% | +81.4% | +49.8% |
| All | +103.2% | +11.3% | +91.8% | +66.2% |
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