-1.9%
HD vs DXCM
+47.0%
-48.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.5% |
| 7D | +3.6% | -4.4% | +8.0% | +4.4% |
| 30D | +21.6% | -3.6% | +25.2% | +22.2% |
| 3M | +0.1% | -4.3% | +4.5% | +0.7% |
| 6M | +13.0% | +33.8% | -20.8% | +7.8% |
| YTD | +4.9% | +22.1% | -17.2% | +0.1% |
| All | -1.9% | +47.0% | -48.9% | -5.8% |
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 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