+55.0%
DDOG vs THC
+250.3%
-195.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | -10.1% | -0.7% | -9.5% | -9.9% |
| 30D | -24.8% | +1.3% | -26.1% | -25.0% |
| 3M | -12.6% | +64.2% | -76.8% | -25.5% |
| 6M | +79.9% | +8.3% | +71.7% | +73.6% |
| YTD | +56.6% | +33.4% | +23.2% | +39.5% |
| 1Y | +61.6% | +37.7% | +23.9% | +40.6% |
| 3Y | +117.9% | +236.8% | -118.9% | +19.4% |
| All | +55.0% | +250.3% | -195.3% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling