+37.5%
DXCM vs HWM
+5.4%
+32.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -3.7% | -1.8% | -1.9% | -3.6% |
| 30D | -5.0% | -2.7% | -2.3% | -5.1% |
| 3M | -8.8% | -22.7% | +13.9% | -7.4% |
| 6M | +31.9% | -18.9% | +50.8% | +32.6% |
| YTD | +20.4% | +7.1% | +13.3% | +18.8% |
| All | +37.5% | +5.4% | +32.1% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling