+8,854.6%
DXCM vs HBM
+471.0%
+8,383.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.9% |
| 7D | -3.7% | +2.4% | -6.1% | -4.0% |
| 30D | -5.0% | -16.0% | +11.0% | -2.7% |
| 3M | -8.8% | -21.3% | +12.5% | -6.1% |
| 6M | +31.9% | -12.2% | +44.1% | +31.8% |
| YTD | +20.4% | +10.7% | +9.7% | +14.9% |
| 1Y | +45.7% | +30.3% | +15.4% | +35.3% |
| 3Y | -15.0% | +432.2% | -447.3% | -39.3% |
| 5Y | -48.5% | +218.8% | -267.3% | -61.7% |
| 10Y | +411.2% | +281.4% | +129.9% | +215.7% |
| All | +8,854.6% | +471.0% | +8,383.6% | +4,461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling