+391.0%
DDOG vs HST
+99.0%
+292.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.8% |
| 30D | -35.8% | +13.4% | -49.2% | -38.7% |
| 3M | -25.3% | +16.7% | -42.0% | -29.4% |
| 6M | -8.9% | +24.0% | -32.9% | -15.8% |
| YTD | +35.6% | +54.0% | -18.4% | +15.7% |
| 1Y | -6.8% | +55.0% | -61.9% | -20.8% |
| 3Y | +77.9% | +89.3% | -11.5% | +40.7% |
| 5Y | -3.1% | +85.4% | -88.6% | -21.8% |
| All | +391.0% | +99.0% | +292.1% | +331.1% |
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