+467.1%
DDOG vs HPE
+333.1%
+134.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.5% |
| 7D | -10.1% | -0.6% | -9.6% | -10.0% |
| 30D | -24.8% | -2.3% | -22.5% | -24.3% |
| 3M | -12.6% | -2.9% | -9.7% | -12.6% |
| 6M | +79.9% | +143.6% | -63.6% | +33.5% |
| YTD | +56.6% | +118.5% | -61.9% | +19.9% |
| 1Y | +61.6% | +129.2% | -67.6% | +21.6% |
| 3Y | +117.9% | +212.5% | -94.6% | +44.8% |
| 5Y | +54.2% | +286.9% | -232.7% | -3.8% |
| All | +467.1% | +333.1% | +134.0% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling