+61.6%
DDOG vs THC
+40.9%
+20.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.8% |
| 7D | -10.1% | -0.7% | -9.5% | -10.2% |
| 30D | -24.8% | +1.3% | -26.1% | -24.7% |
| 3M | -12.6% | +64.2% | -76.8% | -8.0% |
| 6M | +79.9% | +8.3% | +71.7% | +78.9% |
| YTD | +56.6% | +33.4% | +23.2% | +61.2% |
| 1Y | +61.6% | +37.7% | +23.9% | +62.0% |
| All | +61.6% | +40.9% | +20.7% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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