-4.6%
HD vs DXCM
+44.8%
-49.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.6% | -0.1% | +5.4% |
| 7D | +11.9% | +12.5% | -0.6% | +10.0% |
| 30D | +26.4% | +1.8% | +24.6% | +25.8% |
| 3M | +2.8% | +1.8% | +1.0% | +2.2% |
| 6M | +15.5% | +47.4% | -31.9% | +8.3% |
| YTD | +5.5% | +33.3% | -27.8% | -0.8% |
| 1Y | -4.6% | +44.6% | -49.2% | -10.5% |
| All | -4.6% | +44.8% | -49.4% | -10.5% |
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