+59.0%
DDOG vs HL
+82.6%
-23.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +3.9% | -4.4% | +8.2% | +4.4% |
| 30D | -8.2% | +9.3% | -17.5% | -9.3% |
| 3M | -5.6% | +32.0% | -37.5% | -9.1% |
| 6M | +73.5% | -6.4% | +79.9% | +73.4% |
| YTD | +62.7% | +3.1% | +59.5% | +50.8% |
| 1Y | +59.0% | +77.6% | -18.6% | +11.6% |
| All | +59.0% | +82.6% | -23.7% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling