+79.9%
DDOG vs HRB
+61.4%
+18.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +1.5% |
| 7D | -10.1% | -5.7% | -4.5% | -7.0% |
| 30D | -24.8% | +7.9% | -32.7% | -30.0% |
| 3M | -12.6% | +32.1% | -44.7% | -32.9% |
| 6M | +79.9% | +62.2% | +17.7% | +7.0% |
| All | +79.9% | +61.4% | +18.6% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling