-6.4%
DDOG vs THC
+274.4%
-280.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.8% |
| 7D | -23.9% | +3.7% | -27.6% | -25.1% |
| 30D | -34.0% | +9.0% | -43.1% | -36.1% |
| 3M | -21.9% | +10.4% | -32.3% | -24.7% |
| 6M | +24.6% | +45.7% | -21.1% | +9.1% |
| YTD | +31.7% | +42.6% | -10.9% | +14.1% |
| 1Y | -6.2% | +38.8% | -44.9% | -18.2% |
| 3Y | +125.1% | +418.8% | -293.8% | -0.8% |
| All | -6.4% | +274.4% | -280.8% | -52.8% |
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