+393.1%
DXCM vs HUBB
+396.5%
-3.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -9.2% | +1.2% | -10.4% | -9.6% |
| 30D | -6.5% | -6.4% | 0.0% | -4.8% |
| 3M | -10.3% | -14.4% | +4.1% | -6.2% |
| 6M | +35.4% | -9.0% | +44.4% | +37.2% |
| YTD | +21.1% | +0.7% | +20.3% | +17.5% |
| 1Y | +38.2% | -0.3% | +38.5% | +34.5% |
| 3Y | -14.6% | +59.2% | -73.8% | -33.4% |
| 5Y | -49.6% | +130.2% | -179.8% | -67.4% |
| 10Y | +393.1% | +391.8% | +1.3% | +122.7% |
| All | +393.1% | +396.5% | -3.4% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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