+61.7%
DDOG vs HBM
+336.0%
-274.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +6.0% | +0.1% |
| 7D | +3.2% | -3.7% | +7.0% | +4.0% |
| 30D | -10.2% | -3.7% | -6.5% | -9.8% |
| 3M | -2.6% | +8.0% | -10.6% | -5.5% |
| 6M | +80.1% | +15.8% | +64.4% | +69.7% |
| YTD | +63.0% | +34.4% | +28.7% | +45.1% |
| 1Y | +59.4% | +98.2% | -38.8% | +27.2% |
| 3Y | +127.0% | +476.6% | -349.5% | +27.2% |
| 5Y | +61.7% | +331.1% | -269.4% | +4.8% |
| All | +61.7% | +336.0% | -274.3% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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