+59.0%
DDOG vs DHI
-21.2%
+80.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.1% |
| 7D | +3.9% | -3.4% | +7.3% | +3.6% |
| 30D | -8.2% | -5.4% | -2.7% | -8.6% |
| 3M | -5.6% | -10.4% | +4.9% | -6.4% |
| 6M | +73.5% | -2.8% | +76.3% | +72.0% |
| YTD | +62.7% | -3.4% | +66.1% | +62.5% |
| 1Y | +59.0% | -22.9% | +81.9% | +71.2% |
| All | +59.0% | -21.2% | +80.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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