+411.2%
DXCM vs HDB
+61.4%
+349.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -3.7% | +12.7% | -16.4% | -6.5% |
| 30D | -5.0% | +16.6% | -21.6% | -8.6% |
| 3M | -8.8% | +10.8% | -19.6% | -11.3% |
| 6M | +31.9% | +3.8% | +28.0% | +29.9% |
| YTD | +20.4% | -28.9% | +49.3% | +29.9% |
| 1Y | +45.7% | -28.0% | +73.7% | +56.6% |
| 3Y | -15.0% | -7.2% | -7.9% | -15.9% |
| 5Y | -48.5% | -22.2% | -26.2% | -47.4% |
| 10Y | +411.2% | +63.6% | +347.7% | +297.3% |
| All | +411.2% | +61.4% | +349.9% | +297.3% |
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