+121.1%
DDOG vs HIG
+101.4%
+19.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +7.1% |
| 7D | +7.7% | -0.5% | +8.1% | +7.7% |
| 30D | -13.6% | -2.8% | -10.8% | -13.4% |
| 3M | -0.9% | +6.3% | -7.3% | -1.6% |
| 6M | +75.2% | -0.1% | +75.3% | +75.1% |
| YTD | +65.7% | +0.4% | +65.2% | +65.3% |
| 1Y | +60.4% | +6.2% | +54.1% | +58.3% |
| All | +121.1% | +101.4% | +19.7% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling