+30.6%
HUM vs DUOL
-43.9%
+74.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.8% |
| 7D | +4.2% | +5.1% | -0.9% | +3.4% |
| 30D | +10.4% | +14.1% | -3.8% | +7.9% |
| 3M | +15.1% | +41.5% | -26.4% | +7.6% |
| 6M | +120.9% | +60.6% | +60.3% | +100.2% |
| YTD | +57.9% | -12.0% | +69.9% | +60.9% |
| 1Y | +30.6% | -43.4% | +73.9% | +40.8% |
| All | +30.6% | -43.9% | +74.4% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling