+376.8%
DDOG vs HAS
+28.5%
+348.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.7% |
| 7D | -23.9% | -0.2% | -23.7% | -24.0% |
| 30D | -34.0% | +31.0% | -65.0% | -40.1% |
| 3M | -21.9% | +30.7% | -52.6% | -29.2% |
| 6M | +24.6% | +23.9% | +0.7% | +14.2% |
| YTD | +31.7% | +48.3% | -16.7% | +12.6% |
| 1Y | -6.2% | +60.2% | -66.4% | -22.0% |
| 3Y | +125.1% | +189.2% | -64.1% | +44.8% |
| 5Y | -3.5% | +50.4% | -53.9% | -21.8% |
| All | +376.8% | +28.5% | +348.3% | +311.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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