+11.2%
HSY vs DUOL
-1.5%
+12.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.6% |
| 7D | -3.0% | -11.8% | +8.8% | -3.0% |
| 30D | -5.0% | +1.5% | -6.5% | -5.0% |
| 3M | -1.3% | +18.1% | -19.4% | -1.2% |
| 6M | -21.5% | +38.7% | -60.2% | -21.3% |
| YTD | -3.3% | -20.7% | +17.4% | -3.1% |
| 1Y | -5.5% | -49.1% | +43.6% | -5.2% |
| 3Y | -9.9% | -11.0% | +1.1% | -10.4% |
| 5Y | +11.3% | -18.0% | +29.3% | +10.3% |
| All | +11.2% | -1.5% | +12.7% | +9.8% |
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 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