+411.2%
DXCM vs HST
+143.2%
+268.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | -0.7% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | -5.0% | +14.5% | -19.5% | -8.2% |
| 3M | -8.8% | +15.4% | -24.2% | -12.2% |
| 6M | +31.9% | +22.0% | +9.9% | +24.8% |
| YTD | +20.4% | +54.9% | -34.4% | +7.0% |
| 1Y | +45.7% | +54.0% | -8.2% | +29.6% |
| 3Y | -15.0% | +90.4% | -105.5% | -29.2% |
| 5Y | -48.5% | +84.2% | -132.7% | -57.3% |
| 10Y | +411.2% | +144.6% | +266.6% | +299.9% |
| All | +411.2% | +143.2% | +268.0% | +299.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling