-3.5%
HD vs DXCM
+42.7%
-46.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.2% | -9.2% | +8.0% | +0.5% |
| 30D | +20.9% | -6.5% | +27.4% | +22.1% |
| 3M | -0.2% | -10.3% | +10.1% | +1.3% |
| 6M | +14.5% | +35.4% | -20.9% | +9.1% |
| YTD | +4.3% | +21.1% | -16.8% | -0.3% |
| 1Y | -3.5% | +38.2% | -41.7% | -5.8% |
| All | -3.5% | +42.7% | -46.2% | -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