+467.1%
DDOG vs HIG
+164.8%
+302.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -10.1% | +0.3% | -10.5% | -10.2% |
| 30D | -24.8% | -3.2% | -21.6% | -24.4% |
| 3M | -12.6% | +9.1% | -21.7% | -14.1% |
| 6M | +79.9% | -1.8% | +81.7% | +80.0% |
| YTD | +56.6% | +1.8% | +54.8% | +55.5% |
| 1Y | +61.6% | +4.6% | +57.0% | +59.4% |
| 3Y | +117.9% | +101.6% | +16.2% | +88.8% |
| 5Y | +54.2% | +124.5% | -70.3% | +30.9% |
| All | +467.1% | +164.8% | +302.2% | +419.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling