+44.6%
DXCM vs HST
+76.4%
-31.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.4% | +6.5% |
| 7D | +12.5% | +3.3% | +9.2% | +12.0% |
| 30D | +1.8% | +16.4% | -14.5% | -0.2% |
| 3M | +1.8% | +5.5% | -3.7% | +1.1% |
| 6M | +47.4% | +31.1% | +16.2% | +39.8% |
| YTD | +33.3% | +55.9% | -22.6% | +28.6% |
| 1Y | +44.6% | +75.6% | -31.0% | +46.2% |
| All | +44.6% | +76.4% | -31.8% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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