+19.8%
DDOG vs BHP
+53.4%
-33.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.6% | -17.0% | -14.7% |
| 7D | -32.2% | -2.5% | -29.7% | -31.9% |
| 30D | -31.7% | -7.7% | -24.0% | -31.1% |
| 3M | -34.5% | -6.4% | -28.1% | -34.0% |
| 6M | +28.7% | +5.2% | +23.5% | +30.0% |
| YTD | +38.8% | +38.3% | +0.5% | +28.2% |
| 1Y | +19.8% | +53.4% | -33.6% | +4.8% |
| All | +19.8% | +53.4% | -33.6% | +4.8% |
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