+459.9%
DDOG vs HWM
+1,023.0%
-563.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.7% | +9.4% | +1.8% |
| 7D | -6.1% | -9.2% | +3.1% | -3.6% |
| 30D | -10.1% | -17.9% | +7.7% | -5.2% |
| 3M | -9.3% | -6.0% | -3.2% | -8.3% |
| 6M | +67.2% | -7.4% | +74.5% | +69.1% |
| YTD | +54.6% | +13.1% | +41.5% | +46.7% |
| 1Y | +54.1% | +29.3% | +24.8% | +40.3% |
| 3Y | +115.3% | +389.9% | -274.6% | +34.6% |
| 5Y | +50.6% | +655.5% | -604.9% | -14.2% |
| All | +459.9% | +1,023.0% | -563.1% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling