-5.1%
DDOG vs HONA
-20.9%
+15.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HONA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.6% |
| 7D | +3.9% | -1.7% | +5.6% | +4.1% |
| 30D | -8.2% | -5.7% | -2.5% | -7.4% |
| All | -5.1% | -20.9% | +15.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HONA.
Daily Out/Under-Performance
Portfolio return minus HONA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HONA 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 HONA 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 · Available span rolling