+655.5%
HWM vs DUOL
-10.4%
+665.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -5.2% | -5.5% | -10.2% |
| 7D | -9.2% | -7.8% | -1.4% | -8.3% |
| 30D | -17.9% | +11.8% | -29.7% | -18.9% |
| 3M | -6.0% | +24.1% | -30.1% | -8.6% |
| 6M | -7.4% | +43.6% | -51.0% | -11.8% |
| YTD | +13.1% | -16.6% | +29.7% | +14.2% |
| 1Y | +29.3% | -46.0% | +75.3% | +36.3% |
| 3Y | +389.9% | -6.5% | +396.4% | +383.6% |
| 5Y | +655.5% | -7.4% | +662.9% | +573.6% |
| All | +655.5% | -10.4% | +665.9% | +573.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling