+583.7%
HWM vs DUOL
+16.9%
+566.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.5% |
| 7D | +7.3% | +3.0% | +4.2% | +7.0% |
| 30D | +1.6% | +18.3% | -16.7% | -0.4% |
| 3M | -21.9% | +14.7% | -36.6% | -23.4% |
| 6M | -19.0% | +57.5% | -76.5% | -23.6% |
| YTD | +7.9% | -5.8% | +13.7% | +7.1% |
| 1Y | +9.9% | -11.4% | +21.3% | +9.7% |
| 3Y | +342.1% | -22.5% | +364.6% | +341.5% |
| 5Y | +600.8% | +6.6% | +594.1% | +517.4% |
| All | +583.7% | +16.9% | +566.8% | +510.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling