-38.6%
DXCM vs HSY
+13.1%
-51.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -6.2% | -1.6% | -4.7% | -6.0% |
| 30D | -0.3% | -4.2% | +4.0% | +0.3% |
| 3M | +10.3% | -0.7% | +11.0% | +10.4% |
| 6M | +24.1% | -21.8% | +45.9% | +27.8% |
| YTD | +27.4% | -2.7% | +30.0% | +27.0% |
| 1Y | +8.4% | -4.8% | +13.2% | +8.3% |
| 3Y | -19.0% | -9.4% | -9.6% | -17.6% |
| 5Y | -38.6% | +11.3% | -49.9% | -32.8% |
| All | -38.6% | +13.1% | -51.7% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling