+510.6%
HUT vs DUOL
-24.0%
+534.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.3% |
| 7D | +34.9% | +0.3% | +34.6% | +34.8% |
| 30D | -25.9% | +12.4% | -38.2% | -29.1% |
| 3M | -31.7% | +16.9% | -48.7% | -36.7% |
| 6M | -42.2% | +48.5% | -90.7% | -52.5% |
| YTD | +34.9% | -10.3% | +45.2% | +33.2% |
| 1Y | +48.5% | -15.6% | +64.1% | +50.9% |
| All | +510.6% | -24.0% | +534.6% | +492.1% |
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