+19.8%
DDOG vs HST
+76.4%
-56.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.3% | -15.7% | -15.1% |
| 7D | -32.2% | +3.3% | -35.5% | -33.5% |
| 30D | -31.7% | +16.4% | -48.1% | -37.6% |
| 3M | -34.5% | +5.5% | -40.0% | -35.6% |
| 6M | +28.7% | +31.1% | -2.5% | +8.7% |
| YTD | +38.8% | +55.9% | -17.2% | -1.8% |
| 1Y | +19.8% | +75.6% | -55.8% | -32.8% |
| All | +19.8% | +76.4% | -56.6% | -32.8% |
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