+44.7%
HWM vs DUOL
-43.9%
+88.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.5% |
| 7D | -2.1% | +5.1% | -7.2% | -2.1% |
| 30D | -11.0% | +14.1% | -25.1% | -10.9% |
| 3M | +4.0% | +41.5% | -37.5% | +4.1% |
| 6M | -0.2% | +60.6% | -60.8% | -0.5% |
| YTD | +26.7% | -12.0% | +38.6% | +29.6% |
| 1Y | +44.7% | -43.4% | +88.1% | +53.0% |
| All | +44.7% | -43.9% | +88.6% | +53.0% |
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