+459.9%
DDOG vs HST
+68.8%
+391.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -6.1% | +2.0% | -8.1% | -6.8% |
| 30D | -10.1% | -5.2% | -4.9% | -8.6% |
| 3M | -9.3% | -6.2% | -3.0% | -7.1% |
| 6M | +67.2% | +20.4% | +46.7% | +56.0% |
| YTD | +54.6% | +30.6% | +24.0% | +40.0% |
| 1Y | +54.1% | +37.4% | +16.7% | +37.2% |
| 3Y | +115.3% | +66.1% | +49.2% | +78.7% |
| 5Y | +50.6% | +73.7% | -23.1% | +27.9% |
| All | +459.9% | +68.8% | +391.1% | +421.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling