+248.6%
HD vs DXCM
+402.7%
-154.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | +1.5% | +4.9% | -3.4% | +0.8% |
| 30D | +18.0% | -0.2% | +18.2% | +18.0% |
| 3M | +2.8% | -8.9% | +11.7% | +4.0% |
| 6M | +17.0% | +42.3% | -25.3% | +11.0% |
| YTD | +3.5% | +25.6% | -22.0% | -0.3% |
| 1Y | -2.6% | +39.5% | -42.1% | -7.6% |
| 3Y | +30.7% | -15.3% | +46.0% | +27.2% |
| 5Y | +6.2% | -48.4% | +54.7% | +7.6% |
| All | +248.6% | +402.7% | -154.2% | +194.1% |
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