-3.4%
DDOG vs HWM
+7.2%
-10.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.6% | +11.1% | -5.5% | +3.3% |
| 30D | -34.9% | +3.0% | -37.9% | -35.0% |
| 3M | -23.4% | -20.7% | -2.7% | -20.1% |
| 6M | -7.7% | -17.2% | +9.5% | -4.5% |
| YTD | +35.6% | +9.1% | +26.6% | +29.8% |
| 1Y | -3.4% | +9.0% | -12.4% | -7.6% |
| All | -3.4% | +7.2% | -10.6% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling