+467.1%
DDOG vs HD
+65.1%
+401.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -10.1% | -2.1% | -8.1% | -9.1% |
| 30D | -24.8% | -8.4% | -16.4% | -21.2% |
| 3M | -12.6% | +4.3% | -16.9% | -15.4% |
| 6M | +79.9% | -11.1% | +91.1% | +89.0% |
| YTD | +56.6% | -4.7% | +61.3% | +57.0% |
| 1Y | +61.6% | -19.8% | +81.4% | +79.2% |
| 3Y | +117.9% | +4.1% | +113.8% | +98.5% |
| 5Y | +54.2% | +10.3% | +43.9% | +34.1% |
| All | +467.1% | +65.1% | +401.9% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling