+490.5%
DDOG vs HPE
+359.9%
+130.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.7% | +0.3% |
| 7D | +3.2% | +1.4% | +1.8% | +2.7% |
| 30D | -10.2% | +1.5% | -11.7% | -10.9% |
| 3M | -2.6% | +21.7% | -24.3% | -8.9% |
| 6M | +80.1% | +164.2% | -84.0% | +30.2% |
| YTD | +63.0% | +132.1% | -69.0% | +22.5% |
| 1Y | +59.4% | +130.6% | -71.3% | +19.6% |
| 3Y | +127.0% | +244.1% | -117.1% | +46.6% |
| 5Y | +61.7% | +340.8% | -279.2% | -2.0% |
| All | +490.5% | +359.9% | +130.5% | +243.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling