-36.3%
DXCM vs HDB
-35.4%
-0.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | +6.3% | -2.8% | +9.1% | +7.1% |
| 3M | +21.1% | -3.5% | +24.6% | +21.8% |
| 6M | +20.6% | -24.7% | +45.3% | +30.0% |
| YTD | +32.4% | -36.6% | +69.0% | +49.7% |
| 1Y | +8.8% | -34.4% | +43.2% | +21.8% |
| 3Y | -13.7% | -24.4% | +10.7% | -9.6% |
| All | -36.3% | -35.4% | -0.8% | -33.0% |
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