+404.2%
DXCM vs HWM
+1,472.2%
-1,068.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -6.5% |
| 7D | -3.5% | +3.3% | -6.8% | -4.4% |
| 30D | -5.8% | -7.6% | +1.8% | -4.4% |
| 3M | -4.3% | -28.9% | +24.6% | +2.6% |
| 6M | +31.6% | -19.7% | +51.2% | +36.5% |
| YTD | +19.6% | +0.5% | +19.1% | +17.3% |
| 1Y | +36.9% | +0.3% | +36.6% | +34.1% |
| 3Y | -16.3% | +325.8% | -342.1% | -41.7% |
| 5Y | -50.0% | +524.7% | -574.8% | -68.0% |
| All | +404.2% | +1,472.2% | -1,068.0% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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