+499.9%
DDOG vs HAL
+100.4%
+399.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +7.0% |
| 7D | +7.7% | -1.3% | +9.0% | +7.9% |
| 30D | -13.6% | +10.9% | -24.5% | -15.0% |
| 3M | -0.9% | -5.8% | +4.9% | -0.2% |
| 6M | +75.2% | +8.1% | +67.1% | +72.0% |
| YTD | +65.7% | +33.2% | +32.5% | +56.6% |
| 1Y | +60.4% | +74.2% | -13.8% | +44.9% |
| 3Y | +130.7% | -3.7% | +134.4% | +124.0% |
| 5Y | +59.9% | +111.9% | -52.0% | +34.3% |
| All | +499.9% | +100.4% | +399.6% | +398.4% |
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