+19.8%
DDOG vs HAL
+25.6%
-5.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.1% | -11.3% | -14.5% |
| 7D | -32.2% | -7.7% | -24.5% | -32.4% |
| 30D | -31.7% | +0.7% | -32.4% | -31.4% |
| 3M | -34.5% | +2.5% | -37.0% | -33.9% |
| 6M | +28.7% | -20.7% | +49.3% | +24.4% |
| YTD | +38.8% | +18.4% | +20.4% | +29.4% |
| 1Y | +19.8% | +25.6% | -5.8% | +4.5% |
| All | +19.8% | +25.6% | -5.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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