+373.3%
DXCM vs HSY
+127.3%
+246.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | -3.6% | -2.3% | -1.3% | -3.1% |
| 30D | -4.3% | +6.3% | -10.6% | -6.0% |
| 3M | -10.4% | -5.2% | -5.2% | -9.3% |
| 6M | +33.1% | -8.3% | +41.4% | +35.4% |
| YTD | +22.6% | -2.7% | +25.3% | +21.9% |
| 1Y | +36.5% | +0.1% | +36.4% | +34.5% |
| 3Y | -13.5% | -1.0% | -12.4% | -16.7% |
| 5Y | -49.6% | +10.6% | -60.3% | -53.7% |
| All | +373.3% | +127.3% | +246.0% | +242.3% |
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