+63.6%
DDOG vs HYG
+18.4%
+45.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +3.9% | -0.7% | +4.6% | +6.2% |
| 30D | -8.2% | -0.7% | -7.4% | -6.0% |
| 3M | -5.6% | -0.2% | -5.4% | -5.0% |
| 6M | +73.5% | +1.4% | +72.1% | +65.4% |
| YTD | +62.7% | +1.5% | +61.2% | +55.1% |
| 1Y | +59.0% | +2.9% | +56.1% | +45.2% |
| 3Y | +117.1% | +25.6% | +91.5% | +5.8% |
| All | +63.6% | +18.4% | +45.2% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling