+19.8%
DDOG vs HYG
+1.8%
+18.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.7% | -15.1% | -15.5% |
| 7D | -32.2% | -0.1% | -32.1% | -31.8% |
| 30D | -31.7% | +0.7% | -32.4% | -32.2% |
| 3M | -34.5% | -2.0% | -32.5% | -32.0% |
| 6M | +28.7% | -0.9% | +29.5% | +30.6% |
| YTD | +38.8% | +0.1% | +38.7% | +36.0% |
| 1Y | +19.8% | +1.6% | +18.2% | +7.4% |
| All | +19.8% | +1.8% | +18.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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