+61.6%
DDOG vs HCA
-0.5%
+62.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -1.1% |
| 7D | -10.1% | -3.1% | -7.1% | -10.8% |
| 30D | -24.8% | -1.1% | -23.7% | -25.0% |
| 3M | -12.6% | +12.2% | -24.7% | -9.8% |
| 6M | +79.9% | -25.3% | +105.3% | +71.8% |
| YTD | +56.6% | -12.9% | +69.5% | +53.9% |
| 1Y | +61.6% | -0.9% | +62.5% | +61.6% |
| All | +61.6% | -0.5% | +62.1% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling