+252.9%
DXCM vs HDB
+34.0%
+218.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.1% |
| 7D | -6.2% | -2.0% | -4.2% | -5.7% |
| 30D | -0.3% | -4.9% | +4.6% | +1.0% |
| 3M | +10.3% | -2.3% | +12.6% | +10.6% |
| 6M | +24.1% | -23.7% | +47.8% | +32.2% |
| YTD | +27.4% | -38.5% | +65.8% | +42.8% |
| 1Y | +8.4% | -36.5% | +44.8% | +20.5% |
| 3Y | -19.0% | -28.5% | +9.5% | -14.1% |
| 5Y | -38.6% | -37.4% | -1.2% | -33.9% |
| 10Y | +252.9% | +34.0% | +218.9% | +199.5% |
| All | +252.9% | +34.0% | +218.9% | +199.5% |
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