+467.1%
DDOG vs HST
+68.7%
+398.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | -10.1% | -1.0% | -9.1% | -9.9% |
| 30D | -24.8% | -12.3% | -12.5% | -21.0% |
| 3M | -12.6% | -6.4% | -6.2% | -10.4% |
| 6M | +79.9% | +15.0% | +64.9% | +70.6% |
| YTD | +56.6% | +30.5% | +26.1% | +41.9% |
| 1Y | +61.6% | +35.7% | +25.9% | +44.4% |
| 3Y | +117.9% | +68.4% | +49.5% | +80.1% |
| 5Y | +54.2% | +73.1% | -18.9% | +31.1% |
| All | +467.1% | +68.7% | +398.4% | +428.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling