+93.0%
HUT vs DUOL
-6.6%
+99.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.2% | +11.6% | +8.5% |
| 7D | +28.3% | -7.8% | +36.1% | +32.2% |
| 30D | +12.3% | +11.8% | +0.5% | +5.1% |
| 3M | -16.8% | +24.1% | -40.9% | -28.0% |
| 6M | +111.4% | +43.6% | +67.7% | +68.0% |
| YTD | +116.6% | -16.6% | +133.2% | +117.3% |
| 1Y | +290.5% | -46.0% | +336.5% | +368.7% |
| 3Y | +792.3% | -6.5% | +798.8% | +603.7% |
| All | +93.0% | -6.6% | +99.6% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling