+313.0%
HUT vs DUOL
+9.2%
+303.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +8.9% | +7.3% |
| 7D | +17.8% | +5.1% | +12.7% | +15.1% |
| 30D | +0.8% | +14.1% | -13.3% | -6.5% |
| 3M | -26.8% | +41.5% | -68.3% | -40.0% |
| 6M | +72.6% | +60.6% | +11.9% | +30.5% |
| YTD | +103.6% | -12.0% | +115.6% | +100.3% |
| 1Y | +265.3% | -43.4% | +308.6% | +330.9% |
| 3Y | +689.4% | +3.7% | +685.7% | +494.3% |
| 5Y | +75.3% | -5.3% | +80.6% | +9.3% |
| All | +313.0% | +9.2% | +303.8% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling