+345.6%
HWM vs DUOL
-23.0%
+368.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | -1.8% | +22.4% | -24.2% | -4.3% |
| 30D | -2.7% | +4.5% | -7.2% | -3.5% |
| 3M | -22.7% | +14.2% | -36.9% | -24.5% |
| 6M | -18.9% | +45.1% | -64.0% | -24.1% |
| YTD | +7.1% | -10.7% | +17.8% | +8.0% |
| 1Y | +4.7% | -18.7% | +23.4% | +7.1% |
| 3Y | +345.6% | -25.9% | +371.5% | +357.2% |
| All | +345.6% | -23.0% | +368.6% | +357.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling