-19.0%
DXCM vs HUBB
+48.8%
-67.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.0% |
| 7D | -6.2% | +4.8% | -11.1% | -6.9% |
| 30D | -0.3% | -9.3% | +9.0% | +1.2% |
| 3M | +10.3% | -3.9% | +14.2% | +10.2% |
| 6M | +24.1% | -0.8% | +25.0% | +22.7% |
| YTD | +27.4% | +5.6% | +21.8% | +24.1% |
| 1Y | +8.4% | +7.7% | +0.6% | +4.7% |
| 3Y | -19.0% | +47.5% | -66.5% | -27.2% |
| All | -19.0% | +48.8% | -67.8% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling