+490.5%
DDOG vs BHP
+190.0%
+300.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | +0.3% |
| 7D | +3.2% | -3.7% | +7.0% | +4.6% |
| 30D | -10.2% | -0.8% | -9.3% | -10.2% |
| 3M | -2.6% | +7.6% | -10.2% | -5.7% |
| 6M | +80.1% | +20.8% | +59.3% | +65.8% |
| YTD | +63.0% | +50.8% | +12.3% | +36.4% |
| 1Y | +59.4% | +70.9% | -11.6% | +26.7% |
| 3Y | +127.0% | +78.0% | +49.0% | +72.6% |
| 5Y | +61.7% | +113.1% | -51.4% | +14.3% |
| All | +490.5% | +190.0% | +300.5% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling