+467.1%
DDOG vs HRB
+167.9%
+299.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.2% |
| 7D | -10.1% | -5.7% | -4.5% | -8.8% |
| 30D | -24.8% | +7.9% | -32.7% | -26.8% |
| 3M | -12.6% | +32.1% | -44.7% | -19.8% |
| 6M | +79.9% | +62.2% | +17.7% | +56.7% |
| YTD | +56.6% | +16.4% | +40.2% | +45.2% |
| 1Y | +61.6% | -0.3% | +61.8% | +54.0% |
| 3Y | +117.9% | +36.0% | +81.8% | +91.6% |
| 5Y | +54.2% | +125.2% | -71.0% | +24.9% |
| All | +467.1% | +167.9% | +299.2% | +358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling