+376.8%
DDOG vs HWM
+898.2%
-521.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.8% |
| 7D | -23.9% | +3.3% | -27.2% | -24.6% |
| 30D | -34.0% | -7.6% | -26.4% | -32.6% |
| 3M | -21.9% | -28.9% | +7.0% | -14.3% |
| 6M | +24.6% | -19.7% | +44.3% | +31.7% |
| YTD | +31.7% | +0.5% | +31.1% | +29.0% |
| 1Y | -6.2% | +0.3% | -6.4% | -8.0% |
| 3Y | +125.1% | +325.8% | -200.8% | +46.4% |
| 5Y | -3.5% | +524.7% | -528.2% | -42.7% |
| All | +376.8% | +898.2% | -521.4% | +173.3% |
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