-12.4%
DXCM vs HAS
+44.2%
-56.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -3.2% | -1.8% | -1.4% | -2.8% |
| 30D | +6.3% | +2.3% | +4.1% | +5.7% |
| 3M | +21.1% | +10.4% | +10.7% | +17.7% |
| 6M | +20.6% | -3.2% | +23.8% | +20.8% |
| YTD | +32.4% | +15.4% | +17.0% | +25.6% |
| 1Y | +8.8% | +18.8% | -10.0% | +2.2% |
| All | -12.4% | +44.2% | -56.6% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling