+423.1%
DXCM vs HSY
+122.5%
+300.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.8% |
| 7D | -4.4% | +1.3% | -5.7% | -4.7% |
| 30D | -3.6% | +6.6% | -10.2% | -5.3% |
| 3M | -4.3% | -4.1% | -0.2% | -3.5% |
| 6M | +33.8% | -5.2% | +39.0% | +34.9% |
| YTD | +22.1% | -2.5% | +24.7% | +21.4% |
| 1Y | +47.4% | +4.7% | +42.7% | +43.4% |
| 3Y | -12.3% | +0.6% | -12.8% | -16.1% |
| 5Y | -49.1% | +11.7% | -60.8% | -53.4% |
| 10Y | +423.1% | +120.0% | +303.1% | +284.7% |
| All | +423.1% | +122.5% | +300.6% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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