+467.1%
DDOG vs HAL
+100.0%
+367.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -10.1% | +2.9% | -13.1% | -10.6% |
| 30D | -24.8% | +17.0% | -41.8% | -26.6% |
| 3M | -12.6% | -9.7% | -2.9% | -11.5% |
| 6M | +79.9% | +8.6% | +71.3% | +76.5% |
| YTD | +56.6% | +33.0% | +23.6% | +48.1% |
| 1Y | +61.6% | +68.3% | -6.7% | +46.7% |
| 3Y | +117.9% | +0.1% | +117.8% | +110.2% |
| 5Y | +54.2% | +102.6% | -48.4% | +30.4% |
| All | +467.1% | +100.0% | +367.0% | +371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling