-18.3%
DXCM vs HWM
+355.2%
-373.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.9% |
| 6M | +35.4% | -18.0% | +53.5% | +40.2% |
| YTD | +21.1% | +9.5% | +11.6% | +14.5% |
| 1Y | +38.2% | +7.5% | +30.8% | +31.3% |
| All | -18.3% | +355.2% | -373.5% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling