+61.6%
DDOG vs BHP
+65.8%
-4.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -10.1% | -5.0% | -5.2% | -9.6% |
| 30D | -24.8% | +1.2% | -26.0% | -24.9% |
| 3M | -12.6% | +1.8% | -14.4% | -12.8% |
| 6M | +79.9% | +18.0% | +61.9% | +76.6% |
| YTD | +56.6% | +52.7% | +3.9% | +41.1% |
| 1Y | +61.6% | +66.0% | -4.4% | +40.0% |
| All | +61.6% | +65.8% | -4.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling