+59.9%
DDOG vs BHP
+126.1%
-66.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.1% |
| 7D | +7.7% | +0.9% | +6.8% | +7.3% |
| 30D | -13.6% | +4.0% | -17.6% | -15.1% |
| 3M | -0.9% | +11.3% | -12.2% | -5.3% |
| 6M | +75.2% | +29.3% | +45.9% | +56.8% |
| YTD | +65.7% | +59.2% | +6.4% | +34.3% |
| 1Y | +60.4% | +80.8% | -20.5% | +22.8% |
| 3Y | +130.7% | +88.0% | +42.7% | +66.8% |
| 5Y | +59.9% | +126.6% | -66.8% | +10.8% |
| All | +59.9% | +126.1% | -66.2% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling