+391.0%
DDOG vs HD
+80.7%
+310.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | -2.3% | -1.2% | -1.1% | -1.7% |
| 30D | -35.8% | +20.9% | -56.7% | -42.8% |
| 3M | -25.3% | -0.2% | -25.1% | -26.4% |
| 6M | -8.9% | +14.5% | -23.4% | -17.7% |
| YTD | +35.6% | +4.3% | +31.3% | +27.6% |
| 1Y | -6.8% | -3.5% | -3.3% | -8.3% |
| 3Y | +77.9% | +30.1% | +47.8% | +38.8% |
| 5Y | -3.1% | +8.5% | -11.6% | -16.0% |
| All | +391.0% | +80.7% | +310.3% | +196.1% |
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