-18.3%
DXCM vs HST
+89.2%
-107.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -9.2% | -1.3% | -7.9% | -8.8% |
| 30D | -6.5% | +13.4% | -19.9% | -10.5% |
| 3M | -10.3% | +16.7% | -27.0% | -15.0% |
| 6M | +35.4% | +24.0% | +11.4% | +24.3% |
| YTD | +21.1% | +54.0% | -32.9% | +2.3% |
| 1Y | +38.2% | +55.0% | -16.8% | +16.3% |
| All | -18.3% | +89.2% | -107.5% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling