-16.3%
DXCM vs HAS
+181.4%
-197.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -5.8% | +31.0% | -36.8% | -11.8% |
| 3M | -4.3% | +30.7% | -35.0% | -10.4% |
| 6M | +31.6% | +23.9% | +7.7% | +24.3% |
| YTD | +19.6% | +48.3% | -28.7% | +7.0% |
| 1Y | +36.9% | +60.2% | -23.4% | +19.7% |
| 3Y | -16.3% | +189.2% | -205.5% | -38.6% |
| All | -16.3% | +181.4% | -197.7% | -38.6% |
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