+467.1%
DDOG vs HWM
+1,157.5%
-690.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -10.1% | -2.1% | -8.0% | -9.8% |
| 30D | -24.8% | -11.0% | -13.8% | -22.3% |
| 3M | -12.6% | +4.0% | -16.6% | -14.0% |
| 6M | +79.9% | -0.2% | +80.2% | +78.5% |
| YTD | +56.6% | +26.7% | +29.9% | +44.1% |
| 1Y | +61.6% | +44.7% | +16.9% | +42.8% |
| 3Y | +117.9% | +426.1% | -308.2% | +33.6% |
| 5Y | +54.2% | +738.5% | -684.3% | -14.7% |
| All | +467.1% | +1,157.5% | -690.5% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling