+378.3%
DDOG vs HD
+81.8%
+296.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -1.1% |
| 7D | -16.9% | +3.6% | -20.5% | -18.9% |
| 30D | -38.8% | +21.6% | -60.3% | -45.5% |
| 3M | -23.2% | +0.1% | -23.3% | -24.5% |
| 6M | -10.3% | +13.0% | -23.3% | -18.3% |
| YTD | +32.1% | +4.9% | +27.1% | +23.9% |
| 1Y | -6.1% | -2.1% | -4.0% | -8.4% |
| 3Y | +79.2% | +32.6% | +46.6% | +38.2% |
| 5Y | -8.6% | +8.2% | -16.9% | -20.7% |
| All | +378.3% | +81.8% | +296.6% | +187.6% |
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