-3.6%
DDOG vs HL
+109.2%
-112.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +2.9% | -11.1% | +14.0% | +4.8% |
| 30D | -31.6% | -12.1% | -19.5% | -30.4% |
| 3M | -27.0% | -26.1% | -0.9% | -24.0% |
| 6M | -10.3% | -37.7% | +27.4% | -4.5% |
| YTD | +35.4% | -31.7% | +67.1% | +37.6% |
| 1Y | -1.0% | -11.6% | +10.7% | -5.4% |
| 3Y | +76.7% | +249.6% | -173.0% | +17.4% |
| All | -3.6% | +109.2% | -112.8% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling