+2,662.2%
DXCM vs HSY
+374.2%
+2,288.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.1% |
| 7D | -4.4% | +1.3% | -5.7% | -4.9% |
| 30D | -3.6% | +6.6% | -10.2% | -6.2% |
| 3M | -4.3% | -4.1% | -0.2% | -3.0% |
| 6M | +33.8% | -5.2% | +39.0% | +35.5% |
| YTD | +22.1% | -2.5% | +24.7% | +21.1% |
| 1Y | +47.4% | +4.7% | +42.7% | +41.6% |
| 3Y | -12.3% | +0.6% | -12.8% | -17.9% |
| 5Y | -49.1% | +11.7% | -60.8% | -55.2% |
| 10Y | +423.1% | +120.0% | +303.1% | +214.4% |
| All | +2,662.2% | +374.2% | +2,288.0% | +732.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling