-4.4%
DDOG vs DHR
-12.1%
+7.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.8% |
| 7D | +5.6% | +2.6% | +3.1% | +4.1% |
| 30D | -34.9% | +4.2% | -39.1% | -36.4% |
| 3M | -23.4% | +13.0% | -36.4% | -29.0% |
| 6M | -7.7% | +40.2% | -47.9% | -26.2% |
| YTD | +35.6% | +2.0% | +33.6% | +32.4% |
| 1Y | -3.4% | +6.6% | -10.0% | -8.6% |
| 3Y | +78.0% | +19.9% | +58.0% | +38.5% |
| 5Y | -4.4% | -11.7% | +7.3% | -1.9% |
| All | -4.4% | -12.1% | +7.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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