-3.4%
DDOG vs HDB
-29.3%
+26.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.3% |
| 7D | +5.6% | +4.1% | +1.6% | +6.7% |
| 30D | -34.9% | +13.0% | -47.9% | -32.6% |
| 3M | -23.4% | +11.3% | -34.7% | -20.8% |
| 6M | -7.7% | +6.9% | -14.7% | -5.0% |
| YTD | +35.6% | -29.6% | +65.3% | +32.0% |
| 1Y | -3.4% | -29.5% | +26.2% | -6.8% |
| All | -3.4% | -29.3% | +26.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling