+467.1%
DDOG vs HCA
+239.6%
+227.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -10.1% | -3.1% | -7.1% | -9.5% |
| 30D | -24.8% | -1.1% | -23.7% | -24.6% |
| 3M | -12.6% | +12.2% | -24.7% | -15.2% |
| 6M | +79.9% | -25.3% | +105.3% | +90.7% |
| YTD | +56.6% | -12.9% | +69.5% | +59.4% |
| 1Y | +61.6% | -0.9% | +62.5% | +58.6% |
| 3Y | +117.9% | +47.6% | +70.2% | +87.4% |
| 5Y | +54.2% | +67.0% | -12.7% | +25.6% |
| All | +467.1% | +239.6% | +227.5% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling