+459.9%
DDOG vs HPQ
+112.0%
+347.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.3% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -10.1% | +3.7% | -13.9% | -11.7% |
| 3M | -9.3% | +24.3% | -33.6% | -16.8% |
| 6M | +67.2% | +64.8% | +2.4% | +37.8% |
| YTD | +54.6% | +43.9% | +10.7% | +33.6% |
| 1Y | +54.1% | +11.7% | +42.4% | +44.7% |
| 3Y | +115.3% | +19.7% | +95.6% | +89.7% |
| 5Y | +50.6% | +32.2% | +18.4% | +30.9% |
| All | +459.9% | +112.0% | +347.8% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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