+423.1%
DXCM vs HAS
+106.1%
+317.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.6% |
| 7D | -4.4% | +2.2% | -6.5% | -4.9% |
| 30D | -3.6% | +29.6% | -33.2% | -10.9% |
| 3M | -4.3% | +30.3% | -34.6% | -11.8% |
| 6M | +33.8% | +25.6% | +8.1% | +23.8% |
| YTD | +22.1% | +50.8% | -28.7% | +6.4% |
| 1Y | +47.4% | +63.0% | -15.6% | +25.3% |
| 3Y | -12.3% | +211.6% | -223.8% | -40.8% |
| 5Y | -49.1% | +50.4% | -99.5% | -57.3% |
| 10Y | +423.1% | +101.9% | +321.2% | +279.9% |
| All | +423.1% | +106.1% | +317.0% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling