+61.6%
DDOG vs HD
-19.2%
+80.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.7% |
| 7D | -10.1% | -2.1% | -8.1% | -10.5% |
| 30D | -24.8% | -8.4% | -16.4% | -25.9% |
| 3M | -12.6% | +4.3% | -16.9% | -11.2% |
| 6M | +79.9% | -11.1% | +91.1% | +79.2% |
| YTD | +56.6% | -4.7% | +61.3% | +61.0% |
| 1Y | +61.6% | -19.8% | +81.4% | +53.8% |
| All | +61.6% | -19.2% | +80.8% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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