+333.6%
DXCM vs HWM
+1,135.2%
-801.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.9% | +1.4% | -3.2% |
| 7D | +5.7% | -2.4% | +8.1% | +6.1% |
| 30D | +1.3% | -13.3% | +14.5% | +4.3% |
| 3M | +2.2% | -31.0% | +33.2% | +10.6% |
| 6M | +42.0% | -17.1% | +59.1% | +46.3% |
| YTD | +27.3% | -1.9% | +29.1% | +25.4% |
| 1Y | +42.5% | -2.4% | +44.9% | +40.4% |
| 3Y | -13.3% | +322.2% | -335.5% | -40.3% |
| 5Y | -46.8% | +509.8% | -556.7% | -66.3% |
| 10Y | +445.8% | +1,453.8% | -1,008.0% | +84.4% |
| All | +333.6% | +1,135.2% | -801.6% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling