+391.0%
DDOG vs HAL
+77.7%
+313.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.4% | 0.0% | +2.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -35.8% | +1.0% | -36.8% | -35.8% |
| 3M | -25.3% | -2.1% | -23.2% | -25.0% |
| 6M | -8.9% | -17.5% | +8.6% | -6.5% |
| YTD | +35.6% | +18.1% | +17.5% | +30.6% |
| 1Y | -6.8% | +19.7% | -26.5% | -10.5% |
| 3Y | +77.9% | -7.9% | +85.8% | +74.5% |
| 5Y | -3.1% | +53.1% | -56.2% | -14.3% |
| All | +391.0% | +77.7% | +313.3% | +315.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling