+2,637.6%
DXCM vs HRB
+329.2%
+2,308.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -9.2% | -8.1% | -1.1% | -7.0% |
| 30D | -6.5% | +15.0% | -21.5% | -10.1% |
| 3M | -10.3% | +10.2% | -20.5% | -13.2% |
| 6M | +35.4% | +44.2% | -8.8% | +21.4% |
| YTD | +21.1% | +21.0% | +0.1% | +12.2% |
| 1Y | +38.2% | +12.0% | +26.2% | +30.6% |
| 3Y | -14.6% | +24.9% | -39.5% | -23.8% |
| 5Y | -49.6% | +144.6% | -194.2% | -64.2% |
| 10Y | +393.1% | +229.4% | +163.7% | +175.7% |
| All | +2,637.6% | +329.2% | +2,308.5% | +1,080.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling