+260.9%
DXCM vs HUBB
+427.3%
-166.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -6.5% | +1.1% | -7.6% | -6.8% |
| 30D | -4.3% | -9.6% | +5.3% | -1.2% |
| 3M | +7.3% | -6.2% | +13.5% | +8.4% |
| 6M | +22.0% | -6.2% | +28.2% | +22.5% |
| YTD | +26.4% | +3.4% | +23.0% | +22.2% |
| 1Y | +7.0% | +5.3% | +1.7% | +2.2% |
| 3Y | -19.6% | +44.4% | -64.0% | -34.7% |
| 5Y | -39.3% | +152.4% | -191.7% | -62.0% |
| 10Y | +260.9% | +437.0% | -176.1% | +42.5% |
| All | +260.9% | +427.3% | -166.4% | +42.5% |
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