+384.5%
DXCM vs HWM
+1,487.1%
-1,102.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +4.9% | +7.3% | -2.4% | +3.3% |
| 30D | -0.2% | +1.6% | -1.7% | -0.9% |
| 3M | -8.9% | -21.9% | +13.0% | -4.4% |
| 6M | +42.3% | -19.0% | +61.3% | +47.5% |
| YTD | +25.6% | +7.9% | +17.6% | +21.1% |
| 1Y | +39.5% | +9.9% | +29.6% | +33.9% |
| 3Y | -15.3% | +342.1% | -357.4% | -41.4% |
| 5Y | -48.4% | +600.8% | -649.2% | -67.7% |
| All | +384.5% | +1,487.1% | -1,102.5% | +123.2% |
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