+61.6%
DDOG vs HLT
+13.1%
+48.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.9% |
| 7D | -10.1% | -3.3% | -6.8% | -10.4% |
| 30D | -24.8% | -4.1% | -20.7% | -25.0% |
| 3M | -12.6% | -7.9% | -4.7% | -12.7% |
| 6M | +79.9% | +2.2% | +77.8% | +74.3% |
| YTD | +56.6% | +8.5% | +48.1% | +52.9% |
| 1Y | +61.6% | +12.1% | +49.4% | +53.9% |
| All | +61.6% | +13.1% | +48.5% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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