+459.9%
DDOG vs USHY
+37.7%
+422.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -10.1% | 0.0% | -10.1% | -10.1% |
| 3M | -9.3% | +1.2% | -10.4% | -11.5% |
| 6M | +67.2% | +2.6% | +64.6% | +57.5% |
| YTD | +54.6% | +2.4% | +52.1% | +46.4% |
| 1Y | +54.1% | +4.2% | +49.8% | +40.4% |
| 3Y | +115.3% | +28.0% | +87.2% | +25.6% |
| 5Y | +50.6% | +21.8% | +28.8% | -0.8% |
| All | +459.9% | +37.7% | +422.2% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling