+384.5%
DXCM vs HIG
+261.7%
+122.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +4.9% | +2.6% | +2.3% | +4.2% |
| 30D | -0.2% | +4.2% | -4.4% | -1.2% |
| 3M | -8.9% | +0.2% | -9.1% | -9.0% |
| 6M | +42.3% | +4.6% | +37.7% | +40.3% |
| YTD | +25.6% | +1.1% | +24.4% | +24.8% |
| 1Y | +39.5% | +4.7% | +34.8% | +37.3% |
| 3Y | -15.3% | +95.5% | -110.7% | -31.2% |
| 5Y | -48.4% | +111.7% | -160.1% | -59.3% |
| All | +384.5% | +261.7% | +122.8% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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