+263.7%
DXCM vs HBM
+630.4%
-366.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.8% | -9.6% | -4.5% |
| 7D | -6.2% | +7.4% | -13.6% | -7.1% |
| 30D | -0.3% | +5.1% | -5.3% | -1.1% |
| 3M | +10.3% | +11.1% | -0.8% | +8.0% |
| 6M | +24.1% | +30.2% | -6.1% | +18.0% |
| YTD | +27.4% | +46.2% | -18.9% | +18.7% |
| 1Y | +8.4% | +120.0% | -111.7% | -5.1% |
| 3Y | -19.0% | +527.4% | -546.4% | -40.2% |
| 5Y | -38.6% | +400.4% | -439.0% | -54.7% |
| All | +263.7% | +630.4% | -366.6% | +122.5% |
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