-10.9%
DXCM vs HAS
+182.9%
-193.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.9% | -4.2% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +1.3% | +31.3% | -30.0% | -5.2% |
| 3M | +2.2% | +32.1% | -29.9% | -4.5% |
| 6M | +42.0% | +28.1% | +13.9% | +32.9% |
| YTD | +27.3% | +49.1% | -21.8% | +13.7% |
| 1Y | +42.5% | +60.5% | -18.0% | +24.6% |
| All | -10.9% | +182.9% | -193.9% | -34.8% |
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