+2,894.9%
DXCM vs HST
+179.3%
+2,715.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | -1.0% | -2.2% | -2.9% |
| 30D | +6.3% | -12.3% | +18.6% | +11.5% |
| 3M | +21.1% | -6.4% | +27.4% | +23.6% |
| 6M | +20.6% | +15.0% | +5.6% | +13.7% |
| YTD | +32.4% | +30.5% | +1.9% | +18.7% |
| 1Y | +8.8% | +35.7% | -26.8% | -4.4% |
| 3Y | -13.7% | +68.4% | -82.1% | -31.5% |
| 5Y | -35.2% | +73.1% | -108.3% | -50.5% |
| 10Y | +281.8% | +92.7% | +189.1% | +143.7% |
| All | +2,894.9% | +179.3% | +2,715.6% | +1,217.7% |
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