-1.0%
DDOG vs HPE
+111.3%
-112.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | +1.1% |
| 7D | +2.9% | +7.9% | -5.0% | +0.2% |
| 30D | -31.6% | -23.5% | -8.1% | -26.0% |
| 3M | -27.0% | -19.1% | -7.9% | -22.4% |
| 6M | -10.3% | +51.4% | -61.7% | -19.6% |
| YTD | +35.4% | +103.4% | -68.0% | +6.3% |
| 1Y | -1.0% | +114.4% | -115.4% | -24.1% |
| All | -1.0% | +111.3% | -112.2% | -24.1% |
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