+45.7%
DXCM vs HST
+55.2%
-9.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.7% |
| 3M | -8.8% | +15.4% | -24.2% | -11.5% |
| 6M | +31.9% | +22.0% | +9.9% | +24.0% |
| YTD | +20.4% | +54.9% | -34.4% | +9.0% |
| 1Y | +45.7% | +54.0% | -8.2% | +31.8% |
| All | +45.7% | +55.2% | -9.5% | +31.8% |
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