+4.4%
HWM vs DUOL
-38.2%
+42.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +26.0% | -30.3% | -3.3% |
| 7D | +9.4% | +19.3% | -9.9% | +10.4% |
| 30D | -7.0% | +9.6% | -16.6% | -6.2% |
| 3M | -25.9% | +17.1% | -42.9% | -25.0% |
| 6M | -10.8% | +46.3% | -57.1% | -9.5% |
| YTD | +4.3% | -8.1% | +12.4% | +7.3% |
| 1Y | +4.4% | -38.5% | +42.8% | +8.7% |
| All | +4.4% | -38.2% | +42.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling