+459.9%
DDOG vs HCA
+237.1%
+222.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -6.1% | -2.8% | -3.3% | -5.5% |
| 30D | -10.1% | -2.7% | -7.4% | -9.6% |
| 3M | -9.3% | +11.5% | -20.7% | -11.8% |
| 6M | +67.2% | -24.3% | +91.5% | +76.6% |
| YTD | +54.6% | -13.6% | +68.2% | +57.6% |
| 1Y | +54.1% | -3.2% | +57.3% | +52.1% |
| 3Y | +115.3% | +50.4% | +64.9% | +84.0% |
| 5Y | +50.6% | +64.8% | -14.1% | +23.0% |
| All | +459.9% | +237.1% | +222.8% | +305.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling