+489.1%
DDOG vs HL
+980.3%
-491.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +3.9% | -4.4% | +8.2% | +4.6% |
| 30D | -8.2% | +9.3% | -17.5% | -9.9% |
| 3M | -5.6% | +32.0% | -37.5% | -10.4% |
| 6M | +73.5% | -6.4% | +79.9% | +72.5% |
| YTD | +62.7% | +3.1% | +59.5% | +56.2% |
| 1Y | +59.0% | +77.6% | -18.6% | +37.6% |
| 3Y | +117.1% | +392.8% | -275.7% | +50.0% |
| 5Y | +61.3% | +234.1% | -172.8% | +14.5% |
| All | +489.1% | +980.3% | -491.2% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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