+384.5%
DXCM vs HBM
+281.1%
+103.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | +4.9% | +2.2% | +2.7% | +4.6% |
| 30D | -0.2% | -11.8% | +11.6% | +1.2% |
| 3M | -8.9% | -19.2% | +10.3% | -6.9% |
| 6M | +42.3% | -22.9% | +65.2% | +44.7% |
| YTD | +25.6% | +7.8% | +17.8% | +21.0% |
| 1Y | +39.5% | +34.9% | +4.6% | +30.4% |
| 3Y | -15.3% | +422.2% | -437.5% | -36.5% |
| 5Y | -48.4% | +192.8% | -241.3% | -59.6% |
| All | +384.5% | +281.1% | +103.4% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling