-9.0%
HUM vs DUOL
-9.6%
+0.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.3% |
| 7D | +2.1% | -7.0% | +9.0% | +2.5% |
| 30D | +5.4% | +6.7% | -1.3% | +4.8% |
| 3M | +11.4% | +16.0% | -4.6% | +9.9% |
| 6M | +141.5% | +45.4% | +96.1% | +134.2% |
| YTD | +61.2% | -18.1% | +79.3% | +61.4% |
| 1Y | +49.2% | -53.6% | +102.7% | +52.5% |
| 3Y | -9.0% | -11.0% | +1.9% | -8.0% |
| All | -9.0% | -9.6% | +0.6% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling