+36.5%
DXCM vs HAS
+58.8%
-22.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | -3.6% | +1.6% | -5.3% | -3.8% |
| 30D | -4.3% | +26.6% | -30.9% | -7.0% |
| 3M | -10.4% | +29.0% | -39.3% | -13.1% |
| 6M | +33.1% | +30.6% | +2.5% | +28.1% |
| YTD | +22.6% | +51.5% | -28.9% | +13.8% |
| 1Y | +36.5% | +58.5% | -21.9% | +26.1% |
| All | +36.5% | +58.8% | -22.2% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling