+490.5%
DDOG vs HYG
+30.8%
+459.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.6% |
| 7D | +3.2% | -0.7% | +4.0% | +5.0% |
| 30D | -10.2% | -0.6% | -9.6% | -9.0% |
| 3M | -2.6% | +0.4% | -3.0% | -3.5% |
| 6M | +80.1% | +1.2% | +78.9% | +75.1% |
| YTD | +63.0% | +1.5% | +61.6% | +57.8% |
| 1Y | +59.4% | +3.2% | +56.2% | +48.9% |
| 3Y | +127.0% | +25.9% | +101.1% | +39.2% |
| 5Y | +61.7% | +18.6% | +43.1% | +14.6% |
| All | +490.5% | +30.8% | +459.6% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling