-4.4%
DDOG vs HAS
+49.5%
-54.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.9% |
| 7D | +5.6% | +1.6% | +4.0% | +4.9% |
| 30D | -34.9% | +26.6% | -61.5% | -41.4% |
| 3M | -23.4% | +29.0% | -52.4% | -31.9% |
| 6M | -7.7% | +30.6% | -38.3% | -19.2% |
| YTD | +35.6% | +51.5% | -15.9% | +9.9% |
| 1Y | -3.4% | +58.5% | -61.8% | -23.5% |
| 3Y | +78.0% | +214.1% | -136.1% | -10.5% |
| 5Y | -4.4% | +50.2% | -54.7% | -14.4% |
| All | -4.4% | +49.5% | -54.0% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling