+12.7%
DXCM vs HWM
+45.7%
-33.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -3.2% | -2.1% | -1.1% | -3.1% |
| 30D | +6.3% | -11.0% | +17.3% | +6.8% |
| 3M | +21.1% | +4.0% | +17.1% | +19.8% |
| 6M | +20.6% | -0.2% | +20.8% | +17.6% |
| YTD | +32.4% | +26.7% | +5.8% | +31.0% |
| All | +12.7% | +45.7% | -33.0% | +8.6% |
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