-6.8%
DDOG vs HST
+54.6%
-61.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.7% |
| 30D | -35.8% | +13.4% | -49.2% | -38.5% |
| 3M | -25.3% | +16.7% | -42.0% | -29.2% |
| 6M | -8.9% | +24.0% | -32.9% | -13.3% |
| YTD | +35.6% | +54.0% | -18.4% | +23.6% |
| 1Y | -6.8% | +55.0% | -61.9% | -15.5% |
| All | -6.8% | +54.6% | -61.4% | -15.5% |
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