+59.9%
DDOG vs HRB
+104.8%
-45.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.6% | +8.8% | +7.8% |
| 7D | +7.7% | -10.6% | +18.3% | +12.1% |
| 30D | -13.6% | -0.8% | -12.8% | -14.4% |
| 3M | -0.9% | +19.1% | -20.0% | -9.4% |
| 6M | +75.2% | +48.7% | +26.5% | +46.3% |
| YTD | +65.7% | +7.1% | +58.6% | +51.6% |
| 1Y | +60.4% | -8.3% | +68.7% | +53.2% |
| 3Y | +130.7% | +25.8% | +104.8% | +87.4% |
| 5Y | +59.9% | +111.1% | -51.2% | +5.5% |
| All | +59.9% | +104.8% | -45.0% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling