+120.2%
DDOG vs HWM
+440.4%
-320.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -10.1% | -2.1% | -8.0% | -9.7% |
| 30D | -24.8% | -11.0% | -13.8% | -22.0% |
| 3M | -12.6% | +4.0% | -16.6% | -14.3% |
| 6M | +79.9% | -0.2% | +80.2% | +78.4% |
| YTD | +56.6% | +26.7% | +29.9% | +41.4% |
| 1Y | +61.6% | +44.7% | +16.9% | +38.4% |
| All | +120.2% | +440.4% | -320.2% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling