+106.4%
DDOG vs HPE
+247.4%
-141.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.0% | -3.7% |
| 7D | -6.1% | +10.1% | -16.2% | -9.1% |
| 30D | -10.1% | +5.3% | -15.4% | -11.8% |
| 3M | -9.3% | +12.7% | -21.9% | -13.4% |
| 6M | +67.2% | +167.7% | -100.5% | +15.0% |
| YTD | +54.6% | +135.5% | -80.9% | +11.1% |
| 1Y | +54.1% | +143.4% | -89.3% | +9.0% |
| All | +106.4% | +247.4% | -141.0% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling