+261.2%
THC vs DUOL
+2.2%
+259.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | -0.7% | +5.1% | -5.7% | -1.2% |
| 30D | +1.3% | +14.1% | -12.9% | -0.3% |
| 3M | +64.2% | +41.5% | +22.7% | +58.5% |
| 6M | +8.3% | +60.6% | -52.3% | +3.0% |
| YTD | +33.4% | -12.0% | +45.4% | +34.7% |
| 1Y | +37.7% | -43.4% | +81.0% | +45.0% |
| All | +261.2% | +2.2% | +259.0% | +257.1% |
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