-3.6%
DDOG vs HWM
+591.3%
-594.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.3% |
| 7D | +2.9% | +7.3% | -4.4% | -0.7% |
| 30D | -31.6% | +1.6% | -33.2% | -32.3% |
| 3M | -27.0% | -21.9% | -5.1% | -18.2% |
| 6M | -10.3% | -19.0% | +8.7% | -2.4% |
| YTD | +35.4% | +7.9% | +27.5% | +23.5% |
| 1Y | -1.0% | +9.9% | -10.9% | -10.7% |
| 3Y | +76.7% | +342.1% | -265.5% | -39.2% |
| All | -3.6% | +591.3% | -594.8% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling