+19.8%
DDOG vs HIG
+12.7%
+7.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.4% | -16.8% | -13.1% |
| 7D | -32.2% | +6.2% | -38.4% | -29.9% |
| 30D | -31.7% | +9.4% | -41.2% | -28.9% |
| 3M | -34.5% | -2.3% | -32.2% | -34.0% |
| 6M | +28.7% | +4.2% | +24.5% | +32.7% |
| YTD | +38.8% | +1.6% | +37.2% | +40.5% |
| 1Y | +19.8% | +9.9% | +9.9% | +32.1% |
| All | +19.8% | +12.7% | +7.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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