+76.7%
DDOG vs HRB
+22.6%
+54.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.2% |
| 7D | +2.9% | -5.1% | +7.9% | +4.3% |
| 30D | -31.6% | +8.7% | -40.3% | -34.2% |
| 3M | -27.0% | -5.4% | -21.6% | -26.5% |
| 6M | -10.3% | +41.6% | -51.9% | -24.4% |
| YTD | +35.4% | +18.7% | +16.8% | +11.3% |
| 1Y | -1.0% | +16.4% | -17.4% | -18.4% |
| 3Y | +76.7% | +22.0% | +54.7% | +34.7% |
| All | +76.7% | +22.6% | +54.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling