-21.8%
DXCM vs HUM
-11.5%
-10.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -6.5% | -0.2% | -6.2% | -6.5% |
| 30D | -4.3% | +3.7% | -8.0% | -4.6% |
| 3M | +7.3% | +10.4% | -3.1% | +6.0% |
| 6M | +22.0% | +125.7% | -103.7% | +11.6% |
| YTD | +26.4% | +57.3% | -31.0% | +19.2% |
| 1Y | +7.0% | +48.6% | -41.6% | +1.4% |
| All | -21.8% | -11.5% | -10.3% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling