+792.3%
HUT vs DUOL
-5.7%
+798.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.2% | +11.6% | +7.9% |
| 7D | +28.3% | -7.8% | +36.1% | +31.0% |
| 30D | +12.3% | +11.8% | +0.5% | +7.1% |
| 3M | -16.8% | +24.1% | -40.9% | -25.4% |
| 6M | +111.4% | +43.6% | +67.7% | +77.1% |
| YTD | +116.6% | -16.6% | +133.2% | +121.3% |
| 1Y | +290.5% | -46.0% | +336.5% | +364.1% |
| 3Y | +792.3% | -6.5% | +798.8% | +646.9% |
| All | +792.3% | -5.7% | +798.0% | +646.9% |
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