-50.1%
DXCM vs HBM
+205.9%
-256.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.2% |
| 7D | -3.5% | -3.6% | +0.1% | -3.0% |
| 30D | -5.8% | -19.2% | +13.4% | -3.4% |
| 3M | -4.3% | -20.5% | +16.2% | -2.0% |
| 6M | +31.6% | -12.8% | +44.4% | +31.3% |
| YTD | +19.6% | +5.4% | +14.2% | +15.0% |
| 1Y | +36.9% | +33.0% | +3.9% | +26.8% |
| 3Y | -16.3% | +357.3% | -373.6% | -39.6% |
| All | -50.1% | +205.9% | -256.0% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling