+19.8%
DDOG vs HRB
+16.9%
+2.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.4% | -18.8% | -16.1% |
| 7D | -32.2% | +16.0% | -48.3% | -36.7% |
| 30D | -31.7% | +32.1% | -63.8% | -40.8% |
| 3M | -34.5% | +21.5% | -56.0% | -42.2% |
| 6M | +28.7% | +82.1% | -53.4% | -18.2% |
| YTD | +38.8% | +31.6% | +7.2% | -4.5% |
| 1Y | +19.8% | +15.9% | +3.9% | -9.8% |
| All | +19.8% | +16.9% | +2.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling