+391.0%
DDOG vs THC
+1,076.1%
-685.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.2% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -35.8% | +9.0% | -44.8% | -37.0% |
| 3M | -25.3% | +12.9% | -38.2% | -27.2% |
| 6M | -8.9% | +52.8% | -61.7% | -16.5% |
| YTD | +35.6% | +47.4% | -11.8% | +24.0% |
| 1Y | -6.8% | +47.7% | -54.5% | -14.9% |
| 3Y | +77.9% | +444.7% | -366.8% | +20.1% |
| 5Y | -3.1% | +269.3% | -272.4% | -31.5% |
| All | +391.0% | +1,076.1% | -685.1% | +200.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling