+393.1%
DXCM vs HDB
+64.3%
+328.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -9.2% | +6.9% | -16.1% | -10.8% |
| 30D | -6.5% | +15.2% | -21.7% | -9.8% |
| 3M | -10.3% | +11.7% | -22.0% | -12.9% |
| 6M | +35.4% | +7.5% | +27.9% | +32.2% |
| YTD | +21.1% | -28.8% | +49.9% | +30.6% |
| 1Y | +38.2% | -29.1% | +67.3% | +49.1% |
| 3Y | -14.6% | -7.0% | -7.6% | -15.5% |
| 5Y | -49.6% | -22.1% | -27.5% | -48.6% |
| 10Y | +393.1% | +64.9% | +328.2% | +281.2% |
| All | +393.1% | +64.3% | +328.8% | +281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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