+76.7%
DDOG vs HD
+30.9%
+45.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | +1.5% | +1.3% | +2.8% |
| 30D | -31.6% | +18.0% | -49.6% | -33.2% |
| 3M | -27.0% | +2.8% | -29.8% | -26.8% |
| 6M | -10.3% | +17.0% | -27.3% | -13.0% |
| YTD | +35.4% | +3.5% | +31.9% | +35.3% |
| 1Y | -1.0% | -2.6% | +1.6% | +1.2% |
| 3Y | +76.7% | +30.7% | +45.9% | +45.3% |
| All | +76.7% | +30.9% | +45.8% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling