-50.1%
DXCM vs HAS
+50.4%
-100.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -5.8% | +31.0% | -36.8% | -13.8% |
| 3M | -4.3% | +30.7% | -35.0% | -12.4% |
| 6M | +31.6% | +23.9% | +7.7% | +21.7% |
| YTD | +19.6% | +48.3% | -28.7% | +3.3% |
| 1Y | +36.9% | +60.2% | -23.4% | +14.9% |
| 3Y | -16.3% | +189.2% | -205.5% | -46.1% |
| All | -50.1% | +50.4% | -100.6% | -54.4% |
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