-1.0%
DDOG vs HL
-15.4%
+14.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | +2.9% | -11.1% | +14.0% | +3.4% |
| 30D | -31.6% | -12.1% | -19.5% | -31.0% |
| 3M | -27.0% | -26.1% | -0.9% | -25.7% |
| 6M | -10.3% | -37.7% | +27.4% | -9.1% |
| YTD | +35.4% | -31.7% | +67.1% | +30.2% |
| 1Y | -1.0% | -11.6% | +10.7% | -9.7% |
| All | -1.0% | -15.4% | +14.4% | -9.7% |
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