-10.4%
DDOG vs HST
+47.4%
-57.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -23.9% | -2.7% | -21.2% | -23.0% |
| 30D | -34.0% | +10.7% | -44.7% | -36.1% |
| 3M | -21.9% | +6.3% | -28.2% | -23.4% |
| 6M | +24.6% | +19.0% | +5.6% | +20.4% |
| YTD | +31.7% | +47.0% | -15.4% | +22.2% |
| All | -10.4% | +47.4% | -57.8% | -17.0% |
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