+7.0%
DXCM vs HRB
-9.2%
+16.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | -6.5% | -10.6% | +4.1% | -4.6% |
| 30D | -4.3% | -0.8% | -3.5% | -4.3% |
| 3M | +7.3% | +19.1% | -11.8% | +3.8% |
| 6M | +22.0% | +48.7% | -26.7% | +15.3% |
| YTD | +26.4% | +7.1% | +19.3% | +18.7% |
| 1Y | +7.0% | -8.3% | +15.3% | +5.7% |
| All | +7.0% | -9.2% | +16.1% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling