+76.7%
DDOG vs HST
+87.2%
-10.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +2.9% | +3.6% | -0.7% | +0.7% |
| 30D | -31.6% | +11.2% | -42.8% | -35.8% |
| 3M | -27.0% | +13.1% | -40.1% | -32.1% |
| 6M | -10.3% | +23.9% | -34.2% | -21.0% |
| YTD | +35.4% | +52.3% | -16.9% | +4.6% |
| 1Y | -1.0% | +56.7% | -57.6% | -25.1% |
| 3Y | +76.7% | +87.5% | -10.9% | +13.9% |
| All | +76.7% | +87.2% | -10.5% | +13.9% |
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