+63.6%
DDOG vs HPE
+394.3%
-330.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.7% | -4.7% |
| 7D | +3.9% | +19.4% | -15.5% | -3.2% |
| 30D | -8.2% | +5.6% | -13.8% | -10.5% |
| 3M | -5.6% | +33.1% | -38.6% | -16.4% |
| 6M | +73.5% | +192.5% | -118.9% | +8.4% |
| YTD | +62.7% | +160.9% | -98.3% | +6.3% |
| 1Y | +59.0% | +155.0% | -96.0% | +4.4% |
| 3Y | +117.1% | +289.4% | -172.3% | +11.8% |
| All | +63.6% | +394.3% | -330.7% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling