-10.7%
DDOG vs FHN
+12.0%
-22.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -19.1% | +0.9% | -20.0% | -19.0% |
| 30D | -39.2% | +2.1% | -41.2% | -39.0% |
| 3M | -31.6% | -6.0% | -25.6% | -31.4% |
| 6M | -10.9% | -2.9% | -7.9% | -9.3% |
| YTD | +31.2% | +0.7% | +30.5% | +29.9% |
| 1Y | -10.7% | +11.0% | -21.7% | -14.3% |
| All | -10.7% | +12.0% | -22.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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