+63.6%
DDOG vs HCA
+71.9%
-8.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +3.9% | +5.4% | -1.5% | +2.6% |
| 30D | -8.2% | +3.0% | -11.2% | -8.9% |
| 3M | -5.6% | +13.0% | -18.6% | -8.9% |
| 6M | +73.5% | -20.3% | +93.8% | +84.0% |
| YTD | +62.7% | -8.2% | +70.9% | +64.1% |
| 1Y | +59.0% | +6.7% | +52.3% | +51.3% |
| 3Y | +117.1% | +60.4% | +56.7% | +64.7% |
| All | +63.6% | +71.9% | -8.3% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling