+39.5%
DXCM vs HUM
+89.6%
-50.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.4% |
| 7D | +4.9% | +3.7% | +1.2% | +4.9% |
| 30D | -0.2% | +5.5% | -5.7% | -0.1% |
| 3M | -8.9% | +17.1% | -26.0% | -9.0% |
| 6M | +42.3% | +48.3% | -6.0% | +40.0% |
| YTD | +25.6% | +77.4% | -51.8% | +18.6% |
| 1Y | +39.5% | +92.6% | -53.0% | +29.0% |
| All | +39.5% | +89.6% | -50.0% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling