+244.5%
THC vs DUOL
-10.4%
+254.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +3.0% | -1.5% |
| 7D | -2.6% | -7.8% | +5.2% | -1.4% |
| 30D | -1.2% | +11.8% | -13.0% | -3.0% |
| 3M | +58.9% | +24.1% | +34.8% | +53.4% |
| 6M | +9.3% | +43.6% | -34.3% | +2.9% |
| YTD | +30.4% | -16.6% | +47.0% | +32.0% |
| 1Y | +34.6% | -46.0% | +80.6% | +44.1% |
| 3Y | +246.7% | -6.5% | +253.1% | +221.1% |
| 5Y | +244.5% | -7.4% | +252.0% | +182.1% |
| All | +244.5% | -10.4% | +254.9% | +182.1% |
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 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