+117.6%
DDOG vs HL
+397.6%
-280.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.1% |
| 7D | +3.2% | -5.6% | +8.9% | +4.0% |
| 30D | -10.2% | +12.7% | -22.9% | -11.8% |
| 3M | -2.6% | +42.5% | -45.1% | -7.3% |
| 6M | +80.1% | -9.0% | +89.1% | +80.2% |
| YTD | +63.0% | +4.4% | +58.7% | +56.9% |
| 1Y | +59.4% | +82.7% | -23.3% | +39.0% |
| All | +117.6% | +397.6% | -280.0% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling