+411.2%
DXCM vs HRB
+252.0%
+159.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.7% | -4.0% | +0.4% | -3.0% |
| 30D | -5.0% | +15.8% | -20.7% | -7.0% |
| 3M | -8.8% | +12.0% | -20.8% | -10.5% |
| 6M | +31.9% | +40.7% | -8.9% | +25.2% |
| YTD | +20.4% | +21.0% | -0.6% | +15.9% |
| 1Y | +45.7% | +11.7% | +34.1% | +41.7% |
| 3Y | -15.0% | +25.0% | -40.0% | -19.6% |
| 5Y | -48.5% | +141.0% | -189.5% | -55.6% |
| 10Y | +411.2% | +241.3% | +170.0% | +310.2% |
| All | +411.2% | +252.0% | +159.3% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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