+155.3%
HBAN vs DXCM
+260.4%
-105.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.0% |
| 7D | -1.0% | -5.5% | +4.5% | -0.4% |
| 30D | -5.6% | -8.6% | +3.0% | -4.7% |
| 3M | -1.1% | +10.3% | -11.5% | -2.5% |
| 6M | +9.9% | +25.2% | -15.3% | +6.7% |
| YTD | -0.9% | +25.1% | -26.1% | -3.9% |
| 1Y | -1.4% | +9.2% | -10.6% | -3.2% |
| 3Y | +78.2% | -22.6% | +100.8% | +76.2% |
| 5Y | +37.0% | -39.5% | +76.6% | +35.3% |
| All | +155.3% | +260.4% | -105.1% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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