-3.1%
DDOG vs HBM
+210.2%
-213.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -2.3% | -1.3% | -1.0% | -2.1% |
| 30D | -35.8% | -14.8% | -21.0% | -33.5% |
| 3M | -25.3% | -20.7% | -4.6% | -21.7% |
| 6M | -8.9% | -13.9% | +5.0% | -7.5% |
| YTD | +35.6% | +10.6% | +25.0% | +25.6% |
| 1Y | -6.8% | +32.4% | -39.2% | -18.0% |
| 3Y | +77.9% | +432.0% | -354.1% | -0.1% |
| 5Y | -3.1% | +205.5% | -208.6% | -33.5% |
| All | -3.1% | +210.2% | -213.3% | -33.5% |
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