-3.6%
DDOG vs HST
+82.3%
-85.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +2.9% | +3.6% | -0.7% | +0.2% |
| 30D | -31.6% | +11.2% | -42.8% | -36.8% |
| 3M | -27.0% | +13.1% | -40.1% | -33.4% |
| 6M | -10.3% | +23.9% | -34.2% | -23.7% |
| YTD | +35.4% | +52.3% | -16.9% | -1.8% |
| 1Y | -1.0% | +56.7% | -57.6% | -30.0% |
| 3Y | +76.7% | +87.5% | -10.9% | +4.7% |
| All | -3.6% | +82.3% | -85.9% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling