+2,894.9%
DXCM vs HRB
+313.0%
+2,581.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.9% |
| 7D | -3.2% | -5.7% | +2.5% | -1.7% |
| 30D | +6.3% | +7.9% | -1.6% | +3.7% |
| 3M | +21.1% | +32.1% | -11.0% | +11.4% |
| 6M | +20.6% | +62.2% | -41.7% | +3.6% |
| YTD | +32.4% | +16.4% | +16.0% | +24.3% |
| 1Y | +8.8% | -0.3% | +9.1% | +6.4% |
| 3Y | -13.7% | +36.0% | -49.8% | -25.0% |
| 5Y | -35.2% | +125.2% | -160.4% | -52.9% |
| 10Y | +281.8% | +237.7% | +44.1% | +110.6% |
| All | +2,894.9% | +313.0% | +2,581.9% | +1,207.7% |
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 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