+61.7%
DDOG vs USHY
+20.9%
+40.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | 0.0% |
| 7D | +3.2% | -0.7% | +4.0% | +5.7% |
| 30D | -10.2% | -0.5% | -9.6% | -8.6% |
| 3M | -2.6% | +0.5% | -3.1% | -4.1% |
| 6M | +80.1% | +1.5% | +78.6% | +71.3% |
| YTD | +63.0% | +1.7% | +61.3% | +54.1% |
| 1Y | +59.4% | +3.5% | +55.8% | +42.6% |
| 3Y | +127.0% | +27.2% | +99.9% | +5.8% |
| 5Y | +61.7% | +21.0% | +40.7% | +22.2% |
| All | +61.7% | +20.9% | +40.8% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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