+125.1%
DDOG vs HST
+77.0%
+48.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -23.9% | -2.7% | -21.2% | -22.7% |
| 30D | -34.0% | +10.7% | -44.7% | -37.7% |
| 3M | -21.9% | +6.3% | -28.2% | -24.8% |
| 6M | +24.6% | +19.0% | +5.6% | +12.7% |
| YTD | +31.7% | +47.0% | -15.4% | +4.3% |
| 1Y | -6.2% | +53.4% | -59.6% | -27.9% |
| 3Y | +125.1% | +78.0% | +47.1% | +65.6% |
| All | +125.1% | +77.0% | +48.0% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling