-95.0%
HTZ vs DUOL
+4.3%
-99.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.2% | -10.5% | -8.7% |
| 7D | -14.6% | +21.9% | -36.5% | -17.5% |
| 30D | -20.8% | +5.7% | -26.5% | -21.8% |
| 3M | -18.8% | +30.9% | -49.7% | -22.9% |
| 6M | -74.7% | +52.8% | -127.4% | -77.0% |
| YTD | -68.1% | -8.6% | -59.5% | -68.4% |
| 1Y | -73.5% | -17.2% | -56.3% | -73.3% |
| 3Y | -81.8% | +2.0% | -83.8% | -83.7% |
| All | -95.0% | +4.3% | -99.2% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling