-88.8%
HTZ vs DUOL
+11.0%
-99.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.6% | -18.2% | -20.4% |
| 7D | -7.7% | +15.1% | -22.9% | -9.8% |
| 30D | -13.1% | +6.0% | -19.1% | -14.1% |
| 3M | +14.7% | +16.0% | -1.3% | +11.1% |
| 6M | -70.6% | +50.9% | -121.5% | -73.0% |
| YTD | -65.2% | -10.5% | -54.6% | -65.4% |
| 1Y | -73.2% | -39.6% | -33.6% | -71.7% |
| 3Y | -80.8% | -1.4% | -79.4% | -82.3% |
| 5Y | -94.8% | +2.1% | -96.9% | -95.8% |
| All | -88.8% | +11.0% | -99.9% | -91.6% |
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 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