+76.7%
DDOG vs THC
+423.7%
-347.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | +1.0% | +1.9% | +2.8% |
| 30D | -31.6% | +5.3% | -36.9% | -31.8% |
| 3M | -27.0% | +7.1% | -34.1% | -27.3% |
| 6M | -10.3% | +46.0% | -56.3% | -12.8% |
| YTD | +35.4% | +43.9% | -8.5% | +31.1% |
| 1Y | -1.0% | +45.4% | -46.4% | -4.3% |
| 3Y | +76.7% | +421.3% | -344.6% | +31.0% |
| All | +76.7% | +423.7% | -347.0% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling