+20.7%
HBAN vs DXCM
-49.1%
+69.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +0.8% | -3.6% | +4.4% | +1.3% |
| 30D | +3.2% | -4.3% | +7.5% | +3.7% |
| 3M | -11.1% | -10.4% | -0.7% | -9.8% |
| 6M | +1.2% | +33.1% | -31.9% | -3.5% |
| YTD | -6.7% | +22.6% | -29.3% | -10.1% |
| 1Y | +2.4% | +36.5% | -34.1% | -2.8% |
| 3Y | +73.3% | -13.5% | +86.7% | +66.9% |
| 5Y | +20.7% | -49.6% | +70.4% | +19.9% |
| All | +20.7% | -49.1% | +69.9% | +19.9% |
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