+489.1%
DDOG vs HRB
+146.4%
+342.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | +3.9% | -8.0% | +11.9% | +6.1% |
| 30D | -8.2% | -16.0% | +7.8% | -4.1% |
| 3M | -5.6% | +26.9% | -32.4% | -12.4% |
| 6M | +73.5% | +51.1% | +22.4% | +53.9% |
| YTD | +62.7% | +7.1% | +55.6% | +54.0% |
| 1Y | +59.0% | -9.6% | +68.6% | +55.2% |
| 3Y | +117.1% | +25.4% | +91.7% | +94.9% |
| 5Y | +61.3% | +114.9% | -53.6% | +32.9% |
| All | +489.1% | +146.4% | +342.7% | +386.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling