+2,777.7%
DXCM vs HAS
+1,042.5%
+1,735.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.9% | -3.9% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +1.3% | +31.3% | -30.0% | -9.2% |
| 3M | +2.2% | +32.1% | -29.9% | -8.8% |
| 6M | +42.0% | +28.1% | +13.9% | +27.0% |
| YTD | +27.3% | +49.1% | -21.8% | +6.5% |
| 1Y | +42.5% | +60.5% | -18.0% | +15.7% |
| 3Y | -13.3% | +183.9% | -197.2% | -46.4% |
| 5Y | -46.8% | +51.2% | -98.1% | -58.2% |
| 10Y | +445.8% | +105.3% | +340.5% | +226.8% |
| All | +2,777.7% | +1,042.5% | +1,735.2% | +658.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling