-38.5%
DXCM vs HUM
+6.5%
-45.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.0% | -2.1% |
| 7D | -5.5% | +2.1% | -7.6% | -5.8% |
| 30D | -8.6% | +5.4% | -14.0% | -9.3% |
| 3M | +10.3% | +11.4% | -1.1% | +8.1% |
| 6M | +25.2% | +141.5% | -116.3% | +6.9% |
| YTD | +25.1% | +61.2% | -36.1% | +13.6% |
| 1Y | +9.2% | +49.2% | -39.9% | +0.4% |
| 3Y | -22.6% | -9.0% | -13.6% | -22.8% |
| All | -38.5% | +6.5% | -45.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling