+63.6%
DDOG vs HUM
+6.5%
+57.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 7D | +3.9% | +2.1% | +1.8% | +3.7% |
| 30D | -8.2% | +5.4% | -13.6% | -8.6% |
| 3M | -5.6% | +11.4% | -17.0% | -6.6% |
| 6M | +73.5% | +141.5% | -68.0% | +61.1% |
| YTD | +62.7% | +61.2% | +1.5% | +54.8% |
| 1Y | +59.0% | +49.2% | +9.8% | +52.0% |
| 3Y | +117.1% | -9.0% | +126.2% | +124.4% |
| All | +63.6% | +6.5% | +57.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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