+2,605.6%
DXCM vs HST
+214.7%
+2,391.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -5.9% | -6.0% |
| 7D | -3.5% | -2.7% | -0.8% | -2.4% |
| 30D | -5.8% | +10.7% | -16.5% | -9.4% |
| 3M | -4.3% | +6.3% | -10.6% | -6.7% |
| 6M | +31.6% | +19.0% | +12.6% | +22.4% |
| YTD | +19.6% | +47.0% | -27.4% | +2.4% |
| 1Y | +36.9% | +53.4% | -16.6% | +14.9% |
| 3Y | -16.3% | +78.0% | -94.3% | -34.7% |
| 5Y | -50.0% | +71.7% | -121.7% | -61.6% |
| 10Y | +413.2% | +146.2% | +267.0% | +196.0% |
| All | +2,605.6% | +214.7% | +2,391.0% | +1,036.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling