+11.9%
HSY vs DUOL
+1.6%
+10.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +0.1% | -7.0% | +7.1% | +0.1% |
| 30D | -5.2% | +6.7% | -11.9% | -5.2% |
| 3M | -3.4% | +16.0% | -19.4% | -3.4% |
| 6M | -19.2% | +45.4% | -64.6% | -19.0% |
| YTD | -2.6% | -18.1% | +15.5% | -2.4% |
| 1Y | -3.8% | -53.6% | +49.8% | -3.5% |
| 3Y | -10.6% | -11.0% | +0.3% | -11.1% |
| 5Y | +12.3% | -17.1% | +29.4% | +11.2% |
| All | +11.9% | +1.6% | +10.3% | +10.5% |
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 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