-85.6%
HTZ vs DUOL
+9.2%
-94.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.1% | +1.7% |
| 7D | +7.5% | +5.1% | +2.4% | +6.7% |
| 30D | +47.4% | +14.1% | +33.3% | +43.6% |
| 3M | -54.9% | +41.5% | -96.4% | -57.7% |
| 6M | -47.0% | +60.6% | -107.6% | -51.7% |
| YTD | -55.3% | -12.0% | -43.3% | -55.2% |
| 1Y | -57.6% | -43.4% | -14.3% | -54.7% |
| 3Y | -86.6% | +3.7% | -90.3% | -87.7% |
| 5Y | -86.1% | -5.3% | -80.8% | -88.7% |
| All | -85.6% | +9.2% | -94.9% | -89.2% |
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