+459.9%
DDOG vs HLT
+223.4%
+236.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.2% |
| 7D | -6.1% | -2.4% | -3.7% | -5.0% |
| 30D | -10.1% | -4.1% | -6.0% | -8.6% |
| 3M | -9.3% | -10.6% | +1.3% | -4.8% |
| 6M | +67.2% | +2.0% | +65.1% | +62.3% |
| YTD | +54.6% | +6.1% | +48.4% | +47.0% |
| 1Y | +54.1% | +9.8% | +44.3% | +43.2% |
| 3Y | +115.3% | +99.0% | +16.3% | +48.7% |
| 5Y | +50.6% | +151.5% | -100.9% | -2.0% |
| All | +459.9% | +223.4% | +236.4% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling