-1.7%
HBAN vs DXCM
+8.4%
-10.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -1.9% | -5.8% | +3.9% | -1.3% |
| 30D | -5.9% | -5.6% | -0.2% | -5.2% |
| 3M | +0.2% | +13.0% | -12.8% | -1.4% |
| 6M | +6.6% | +24.7% | -18.0% | +2.9% |
| YTD | -1.7% | +27.3% | -29.0% | -5.2% |
| 1Y | -1.7% | +11.2% | -12.9% | -5.8% |
| All | -1.7% | +8.4% | -10.1% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling