+2,894.9%
DXCM vs HSY
+373.3%
+2,521.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -3.2% | -3.3% | +0.1% | -1.9% |
| 30D | +6.3% | -2.8% | +9.2% | +7.5% |
| 3M | +21.1% | -4.5% | +25.6% | +22.9% |
| 6M | +20.6% | -24.2% | +44.8% | +33.9% |
| YTD | +32.4% | -2.7% | +35.2% | +31.7% |
| 1Y | +8.8% | -3.7% | +12.6% | +8.2% |
| 3Y | -13.7% | -11.5% | -2.3% | -14.0% |
| 5Y | -35.2% | +10.3% | -45.5% | -42.6% |
| 10Y | +281.8% | +122.1% | +159.7% | +128.5% |
| All | +2,894.9% | +373.3% | +2,521.6% | +805.9% |
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