-50.1%
DXCM vs HDB
-24.7%
-25.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.8% | -7.8% | -6.5% |
| 7D | -3.5% | +13.3% | -16.8% | -7.0% |
| 30D | -5.8% | +13.6% | -19.4% | -9.2% |
| 3M | -4.3% | +5.8% | -10.1% | -6.2% |
| 6M | +31.6% | -1.9% | +33.5% | +31.4% |
| YTD | +19.6% | -31.2% | +50.8% | +32.2% |
| 1Y | +36.9% | -29.6% | +66.4% | +50.0% |
| 3Y | -16.3% | -10.1% | -6.2% | -17.8% |
| All | -50.1% | -24.7% | -25.4% | -48.7% |
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