+115.3%
DDOG vs HAL
-4.2%
+119.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | -6.1% | +0.5% | -6.5% | -6.1% |
| 30D | -10.1% | +15.9% | -26.1% | -11.2% |
| 3M | -9.3% | -8.7% | -0.5% | -8.8% |
| 6M | +67.2% | +9.0% | +58.1% | +64.2% |
| YTD | +54.6% | +32.0% | +22.6% | +47.1% |
| 1Y | +54.1% | +72.5% | -18.4% | +40.4% |
| 3Y | +115.3% | -4.5% | +119.8% | +77.4% |
| All | +115.3% | -4.2% | +119.4% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling