+117.1%
DDOG vs HYG
+25.7%
+91.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.9% | -0.7% | +4.6% | +5.9% |
| 30D | -8.2% | -0.7% | -7.4% | -6.3% |
| 3M | -5.6% | -0.2% | -5.4% | -5.0% |
| 6M | +73.5% | +1.4% | +72.1% | +66.2% |
| YTD | +62.7% | +1.5% | +61.2% | +55.9% |
| 1Y | +59.0% | +2.9% | +56.1% | +46.5% |
| 3Y | +117.1% | +25.6% | +91.5% | +29.3% |
| All | +117.1% | +25.7% | +91.4% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling