-6.4%
DDOG vs HD
+5.3%
-11.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.4% |
| 7D | -23.9% | +4.3% | -28.2% | -26.0% |
| 30D | -34.0% | +20.2% | -54.2% | -40.9% |
| 3M | -21.9% | -1.0% | -20.9% | -22.6% |
| 6M | +24.6% | +7.9% | +16.7% | +16.5% |
| YTD | +31.7% | +2.0% | +29.7% | +25.8% |
| 1Y | -6.2% | -4.3% | -1.9% | -6.7% |
| 3Y | +125.1% | +25.9% | +99.1% | +68.3% |
| All | -6.4% | +5.3% | -11.7% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling