-38.5%
DXCM vs DHI
+61.2%
-99.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | -5.5% | -3.4% | -2.1% | -4.5% |
| 30D | -8.6% | -5.4% | -3.1% | -7.0% |
| 3M | +10.3% | -10.4% | +20.8% | +13.8% |
| 6M | +25.2% | -2.8% | +28.0% | +25.0% |
| YTD | +25.1% | -3.4% | +28.5% | +24.4% |
| 1Y | +9.2% | -22.9% | +32.2% | +17.1% |
| 3Y | -22.6% | +20.7% | -43.3% | -37.2% |
| All | -38.5% | +61.2% | -99.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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