+74.0%
HST vs DUOL
+9.2%
+64.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | -1.0% | +5.1% | -6.1% | -1.6% |
| 30D | -12.3% | +14.1% | -26.4% | -13.7% |
| 3M | -6.4% | +41.5% | -47.9% | -10.3% |
| 6M | +15.0% | +60.6% | -45.6% | +8.0% |
| YTD | +30.5% | -12.0% | +42.5% | +30.9% |
| 1Y | +35.7% | -43.4% | +79.0% | +41.5% |
| 3Y | +68.4% | +3.7% | +64.7% | +56.0% |
| 5Y | +73.1% | -5.3% | +78.4% | +42.6% |
| All | +74.0% | +9.2% | +64.7% | +43.4% |
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