+61.6%
DDOG vs HST
+38.1%
+23.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | -10.1% | -1.0% | -9.1% | -9.7% |
| 30D | -24.8% | -12.3% | -12.5% | -18.0% |
| 3M | -12.6% | -6.4% | -6.2% | -8.0% |
| 6M | +79.9% | +15.0% | +64.9% | +62.6% |
| YTD | +56.6% | +30.5% | +26.1% | +28.2% |
| 1Y | +61.6% | +35.7% | +25.9% | +12.2% |
| All | +61.6% | +38.1% | +23.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling