-38.6%
DXCM vs HRB
+112.6%
-151.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.6% | -2.7% |
| 7D | -6.2% | -9.1% | +2.8% | -4.6% |
| 30D | -0.3% | +0.3% | -0.5% | -0.5% |
| 3M | +10.3% | +23.4% | -13.1% | +6.0% |
| 6M | +24.1% | +45.1% | -21.0% | +15.8% |
| YTD | +27.4% | +8.9% | +18.5% | +24.0% |
| 1Y | +8.4% | -7.9% | +16.3% | +8.6% |
| 3Y | -19.0% | +27.9% | -46.9% | -26.0% |
| 5Y | -38.6% | +108.3% | -146.9% | -48.5% |
| All | -38.6% | +112.6% | -151.2% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling