+489.1%
DDOG vs HYG
+30.8%
+458.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.9% | -0.7% | +4.6% | +5.5% |
| 30D | -8.2% | -0.7% | -7.4% | -6.6% |
| 3M | -5.6% | -0.2% | -5.4% | -5.1% |
| 6M | +73.5% | +1.4% | +72.1% | +67.9% |
| YTD | +62.7% | +1.5% | +61.2% | +57.5% |
| 1Y | +59.0% | +2.9% | +56.1% | +49.4% |
| 3Y | +117.1% | +25.6% | +91.5% | +33.7% |
| 5Y | +61.3% | +18.6% | +42.7% | +14.4% |
| All | +489.1% | +30.8% | +458.3% | +285.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling