+35.1%
HBAN vs DXCM
-39.9%
+75.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.5% | -6.5% | +5.0% | -0.6% |
| 30D | -5.5% | -4.3% | -1.2% | -5.0% |
| 3M | -0.2% | +7.3% | -7.5% | -1.5% |
| 6M | +5.2% | +22.0% | -16.9% | +1.7% |
| YTD | -2.3% | +26.4% | -28.7% | -6.0% |
| 1Y | -2.2% | +7.0% | -9.2% | -4.1% |
| 3Y | +73.8% | -19.6% | +93.5% | +69.7% |
| All | +35.1% | -39.9% | +75.1% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling