+76.7%
DDOG vs HPE
+228.2%
-151.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | +1.1% |
| 7D | +2.9% | +7.9% | -5.0% | +0.1% |
| 30D | -31.6% | -23.5% | -8.1% | -25.0% |
| 3M | -27.0% | -19.1% | -7.9% | -22.1% |
| 6M | -10.3% | +51.4% | -61.7% | -23.8% |
| YTD | +35.4% | +103.4% | -68.0% | +2.2% |
| 1Y | -1.0% | +114.4% | -115.4% | -26.9% |
| 3Y | +76.7% | +224.7% | -148.0% | +9.8% |
| All | +76.7% | +228.2% | -151.5% | +9.8% |
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 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