-48.1%
DXCM vs HAS
+48.2%
-96.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.6% |
| 7D | +4.9% | +1.4% | +3.6% | +4.5% |
| 30D | -0.2% | +26.3% | -26.5% | -7.5% |
| 3M | -8.9% | +25.6% | -34.5% | -15.5% |
| 6M | +42.3% | +30.3% | +12.0% | +29.3% |
| YTD | +25.6% | +50.4% | -24.8% | +7.9% |
| 1Y | +39.5% | +57.7% | -18.2% | +17.8% |
| 3Y | -15.3% | +213.4% | -228.6% | -47.2% |
| All | -48.1% | +48.2% | -96.3% | -51.4% |
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