-48.1%
DXCM vs HDB
-23.2%
-24.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +4.9% | +2.7% | +2.2% | +4.1% |
| 30D | -0.2% | +14.1% | -14.3% | -4.0% |
| 3M | -8.9% | +11.8% | -20.7% | -12.1% |
| 6M | +42.3% | +8.2% | +34.1% | +38.0% |
| YTD | +25.6% | -29.3% | +54.9% | +37.6% |
| 1Y | +39.5% | -28.8% | +68.3% | +52.4% |
| 3Y | -15.3% | -7.5% | -7.8% | -17.5% |
| All | -48.1% | -23.2% | -24.9% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling