-36.3%
DXCM vs HAS
+13.4%
-49.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -3.2% | -1.8% | -1.4% | -2.7% |
| 30D | +6.3% | +2.3% | +4.1% | +5.5% |
| 3M | +21.1% | +10.4% | +10.7% | +16.8% |
| 6M | +20.6% | -3.2% | +23.8% | +20.8% |
| YTD | +32.4% | +15.4% | +17.0% | +24.3% |
| 1Y | +8.8% | +18.8% | -10.0% | +0.9% |
| 3Y | -13.7% | +43.9% | -57.7% | -27.0% |
| All | -36.3% | +13.4% | -49.7% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling