+2,673.1%
DXCM vs HRB
+327.1%
+2,346.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -3.6% | -7.8% | +4.1% | -1.5% |
| 30D | -4.3% | +15.7% | -20.1% | -8.2% |
| 3M | -10.4% | -5.5% | -4.8% | -9.2% |
| 6M | +33.1% | +41.1% | -8.0% | +20.0% |
| YTD | +22.6% | +20.4% | +2.3% | +13.8% |
| 1Y | +36.5% | +15.2% | +21.3% | +28.0% |
| 3Y | -13.5% | +24.3% | -37.8% | -22.7% |
| 5Y | -49.6% | +144.7% | -194.3% | -64.2% |
| 10Y | +399.5% | +227.8% | +171.7% | +179.7% |
| All | +2,673.1% | +327.1% | +2,346.0% | +1,097.0% |
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