+391.0%
DDOG vs HIG
+162.6%
+228.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.4% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -35.8% | +5.4% | -41.2% | -36.5% |
| 3M | -25.3% | -0.9% | -24.4% | -25.4% |
| 6M | -8.9% | +4.8% | -13.7% | -10.1% |
| YTD | +35.6% | +0.9% | +34.7% | +34.5% |
| 1Y | -6.8% | +6.5% | -13.3% | -8.6% |
| 3Y | +77.9% | +95.7% | -17.9% | +54.7% |
| 5Y | -3.1% | +107.1% | -110.2% | -17.2% |
| All | +391.0% | +162.6% | +228.5% | +349.0% |
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