-8.6%
DDOG vs HAL
+40.6%
-49.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -16.9% | -7.9% | -9.0% | -15.8% |
| 30D | -38.8% | -2.1% | -36.7% | -38.4% |
| 3M | -23.2% | +0.4% | -23.6% | -23.2% |
| 6M | -10.3% | -19.2% | +9.0% | -7.7% |
| YTD | +32.1% | +14.4% | +17.7% | +27.2% |
| 1Y | -6.1% | +18.0% | -24.1% | -10.1% |
| 3Y | +79.2% | -9.7% | +88.9% | +73.8% |
| 5Y | -8.6% | +40.1% | -48.8% | -18.9% |
| All | -8.6% | +40.6% | -49.2% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling