+376.8%
DDOG vs HUT
+570.3%
-193.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.6% | -12.0% | +0.5% |
| 7D | -23.9% | -11.4% | -12.5% | -22.7% |
| 30D | -34.0% | -41.0% | +7.0% | -29.2% |
| 3M | -21.9% | -41.9% | +20.0% | -17.0% |
| 6M | +24.6% | -51.7% | +76.3% | +33.1% |
| YTD | +31.7% | +14.6% | +17.1% | +20.5% |
| 1Y | -6.2% | +21.4% | -27.6% | -15.9% |
| 3Y | +125.1% | +359.8% | -234.8% | +42.8% |
| 5Y | -3.5% | -27.5% | +24.0% | -32.3% |
| All | +376.8% | +570.3% | -193.5% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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