+19.8%
DDOG vs HPE
+113.0%
-93.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.7% | -8.8% | -12.7% |
| 7D | -32.2% | -17.0% | -15.2% | -28.3% |
| 30D | -31.7% | -26.7% | -5.0% | -25.8% |
| 3M | -34.5% | -4.1% | -30.4% | -33.2% |
| 6M | +28.7% | +75.4% | -46.8% | +12.4% |
| YTD | +38.8% | +111.0% | -72.3% | +11.1% |
| 1Y | +19.8% | +116.4% | -96.6% | -4.1% |
| All | +19.8% | +113.0% | -93.2% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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