-16.2%
DXCM vs HBM
+478.3%
-494.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.2% | -6.4% | +3.1% | -2.6% |
| 30D | +6.3% | +5.9% | +0.4% | +5.6% |
| 3M | +21.1% | -8.9% | +30.0% | +22.0% |
| 6M | +20.6% | +10.7% | +9.9% | +17.7% |
| YTD | +32.4% | +38.3% | -5.8% | +25.2% |
| 1Y | +8.8% | +121.3% | -112.5% | -4.2% |
| All | -16.2% | +478.3% | -494.6% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling