+8.5%
HD vs DXCM
-48.4%
+56.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.2% | -9.2% | +8.0% | +0.1% |
| 30D | +20.9% | -6.5% | +27.4% | +21.9% |
| 3M | -0.2% | -10.3% | +10.1% | +1.2% |
| 6M | +14.5% | +35.4% | -20.9% | +9.5% |
| YTD | +4.3% | +21.1% | -16.8% | +1.0% |
| 1Y | -3.5% | +38.2% | -41.7% | -8.2% |
| 3Y | +30.1% | -14.6% | +44.7% | +25.0% |
| 5Y | +8.5% | -49.6% | +58.0% | +8.2% |
| All | +8.5% | -48.4% | +56.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling