+257.9%
HD vs DXCM
+421.6%
-163.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.6% |
| 7D | +3.6% | -4.4% | +8.0% | +4.2% |
| 30D | +21.6% | -3.6% | +25.2% | +22.1% |
| 3M | +0.1% | -4.3% | +4.5% | +0.6% |
| 6M | +13.0% | +33.8% | -20.8% | +8.1% |
| YTD | +4.9% | +22.1% | -17.2% | +1.5% |
| 1Y | -2.1% | +47.4% | -49.5% | -7.8% |
| 3Y | +32.6% | -12.3% | +44.9% | +28.3% |
| 5Y | +8.2% | -49.1% | +57.3% | +9.8% |
| 10Y | +257.9% | +423.1% | -165.2% | +210.7% |
| All | +257.9% | +421.6% | -163.7% | +210.7% |
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