+393.1%
DXCM vs HWM
+1,554.5%
-1,161.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | 0.0% |
| 7D | -9.2% | +5.0% | -14.2% | -10.2% |
| 30D | -6.5% | +1.5% | -8.0% | -7.1% |
| 3M | -10.3% | -20.3% | +10.1% | -6.2% |
| 6M | +35.4% | -18.0% | +53.5% | +40.0% |
| YTD | +21.1% | +9.5% | +11.6% | +16.4% |
| 1Y | +38.2% | +7.5% | +30.8% | +33.4% |
| 3Y | -14.6% | +355.7% | -370.2% | -41.4% |
| 5Y | -49.6% | +610.2% | -659.8% | -68.5% |
| 10Y | +393.1% | +1,516.8% | -1,123.7% | +122.0% |
| All | +393.1% | +1,554.5% | -1,161.4% | +122.0% |
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