+59.4%
DDOG vs HPE
+134.8%
-75.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.7% | +0.1% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | -10.2% | +1.5% | -11.7% | -10.7% |
| 3M | -2.6% | +21.7% | -24.3% | -7.8% |
| 6M | +80.1% | +164.2% | -84.0% | +28.0% |
| YTD | +63.0% | +132.1% | -69.0% | +21.3% |
| 1Y | +59.4% | +130.6% | -71.3% | +16.8% |
| All | +59.4% | +134.8% | -75.4% | +16.8% |
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