-3.1%
DDOG vs XHB
+33.4%
-36.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | -2.3% | -4.1% | +1.8% | +0.3% |
| 30D | -35.8% | +9.6% | -45.4% | -40.5% |
| 3M | -25.3% | -6.0% | -19.3% | -23.4% |
| 6M | -8.9% | +2.2% | -11.1% | -13.2% |
| YTD | +35.6% | +1.1% | +34.4% | +25.6% |
| 1Y | -6.8% | -1.7% | -5.1% | -12.0% |
| 3Y | +77.9% | +36.5% | +41.4% | +6.3% |
| 5Y | -3.1% | +33.5% | -36.6% | -42.6% |
| All | -3.1% | +33.4% | -36.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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