+590.8%
HWM vs DUOL
+11.3%
+579.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | +11.1% | +0.3% | +10.9% | +11.1% |
| 30D | +3.0% | +12.4% | -9.4% | +1.4% |
| 3M | -20.7% | +16.9% | -37.7% | -22.4% |
| 6M | -17.2% | +48.5% | -65.7% | -21.4% |
| YTD | +9.1% | -10.3% | +19.4% | +8.7% |
| 1Y | +9.0% | -15.6% | +24.7% | +9.3% |
| 3Y | +353.8% | -25.6% | +379.4% | +355.0% |
| 5Y | +608.0% | +1.5% | +606.5% | +526.6% |
| All | +590.8% | +11.3% | +579.5% | +519.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling