+490.5%
DDOG vs HIG
+161.8%
+328.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +3.2% | -2.3% | +5.5% | +3.7% |
| 30D | -10.2% | -1.2% | -8.9% | -10.0% |
| 3M | -2.6% | +6.3% | -8.9% | -3.8% |
| 6M | +80.1% | +0.6% | +79.6% | +79.4% |
| YTD | +63.0% | +0.6% | +62.4% | +62.2% |
| 1Y | +59.4% | +6.1% | +53.3% | +56.8% |
| 3Y | +127.0% | +102.0% | +25.1% | +96.7% |
| 5Y | +61.7% | +119.2% | -57.5% | +37.7% |
| All | +490.5% | +161.8% | +328.6% | +441.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling