+63.6%
DDOG vs HLT
+142.1%
-78.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.9% | -1.6% | +5.5% | +5.2% |
| 30D | -8.2% | -5.0% | -3.2% | -4.8% |
| 3M | -5.6% | -10.4% | +4.8% | +1.4% |
| 6M | +73.5% | +3.2% | +70.3% | +63.1% |
| YTD | +62.7% | +6.7% | +55.9% | +48.4% |
| 1Y | +59.0% | +10.3% | +48.7% | +39.7% |
| 3Y | +117.1% | +99.3% | +17.8% | +9.8% |
| All | +63.6% | +142.1% | -78.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling