+7.0%
DXCM vs HBM
+117.5%
-110.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.8% |
| 7D | -6.5% | +5.5% | -12.0% | -6.6% |
| 30D | -4.3% | +3.3% | -7.6% | -4.4% |
| 3M | +7.3% | +12.7% | -5.4% | +7.5% |
| 6M | +22.0% | +28.2% | -6.2% | +20.3% |
| YTD | +26.4% | +45.3% | -18.9% | +26.3% |
| 1Y | +7.0% | +121.7% | -114.7% | +14.5% |
| All | +7.0% | +117.5% | -110.5% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling