+499.9%
DDOG vs DHI
+194.5%
+305.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.8% | +7.0% |
| 7D | +7.7% | -2.3% | +10.0% | +8.6% |
| 30D | -13.6% | -5.3% | -8.3% | -12.1% |
| 3M | -0.9% | -7.8% | +6.9% | +1.3% |
| 6M | +75.2% | -5.4% | +80.6% | +75.5% |
| YTD | +65.7% | -2.7% | +68.3% | +62.3% |
| 1Y | +60.4% | -21.0% | +81.3% | +70.1% |
| 3Y | +130.7% | +22.2% | +108.5% | +85.9% |
| 5Y | +59.9% | +62.2% | -2.3% | +9.1% |
| All | +499.9% | +194.5% | +305.4% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling