+205.0%
HD vs DXCM
+256.6%
-51.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.8% |
| 7D | -1.2% | -6.2% | +5.0% | -0.3% |
| 30D | -11.1% | -0.3% | -10.9% | -11.1% |
| 3M | +2.0% | +10.3% | -8.3% | +0.4% |
| 6M | -10.5% | +24.1% | -34.6% | -13.4% |
| YTD | -6.9% | +27.4% | -34.2% | -10.3% |
| 1Y | -23.2% | +8.4% | -31.6% | -24.8% |
| 3Y | +3.1% | -19.0% | +22.1% | +0.8% |
| 5Y | +7.4% | -38.6% | +46.0% | +6.2% |
| 10Y | +205.0% | +252.9% | -47.9% | +169.8% |
| All | +205.0% | +256.6% | -51.6% | +169.8% |
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 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