+391.2%
DDOG vs HD
+79.1%
+312.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +5.6% | -0.5% | +6.1% | +5.8% |
| 30D | -34.9% | +18.5% | -53.4% | -41.3% |
| 3M | -23.4% | +2.2% | -25.6% | -25.5% |
| 6M | -7.7% | +13.8% | -21.6% | -16.5% |
| YTD | +35.6% | +3.4% | +32.2% | +28.2% |
| 1Y | -3.4% | -3.5% | +0.1% | -5.0% |
| 3Y | +78.0% | +29.0% | +49.0% | +39.5% |
| 5Y | -4.4% | +6.1% | -10.5% | -16.2% |
| All | +391.2% | +79.1% | +312.1% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling