-1.0%
DDOG vs HIG
+5.3%
-6.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | +0.1% |
| 7D | +2.9% | +2.6% | +0.3% | +4.3% |
| 30D | -31.6% | +4.2% | -35.8% | -30.0% |
| 3M | -27.0% | +0.2% | -27.2% | -25.8% |
| 6M | -10.3% | +4.6% | -14.9% | -7.7% |
| YTD | +35.4% | +1.1% | +34.3% | +36.2% |
| 1Y | -1.0% | +4.7% | -5.7% | +1.4% |
| All | -1.0% | +5.3% | -6.3% | +1.4% |
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