+467.1%
DDOG vs HDB
-2.6%
+469.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -10.1% | +0.4% | -10.6% | -10.3% |
| 30D | -24.8% | -2.8% | -22.0% | -24.2% |
| 3M | -12.6% | -3.5% | -9.1% | -12.2% |
| 6M | +79.9% | -24.7% | +104.7% | +96.0% |
| YTD | +56.6% | -36.6% | +93.1% | +81.3% |
| 1Y | +61.6% | -34.4% | +96.0% | +84.0% |
| 3Y | +117.9% | -24.4% | +142.3% | +128.2% |
| 5Y | +54.2% | -35.4% | +89.6% | +67.4% |
| All | +467.1% | -2.6% | +469.7% | +466.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling