+1,367.1%
HD vs DXCM
+2,810.6%
-1,443.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +3.0% | +1.2% |
| 7D | -2.1% | -3.2% | +1.2% | -1.6% |
| 30D | -8.4% | +6.3% | -14.8% | -9.3% |
| 3M | +4.3% | +21.1% | -16.7% | +1.2% |
| 6M | -11.1% | +20.6% | -31.7% | -13.9% |
| YTD | -4.7% | +32.4% | -37.1% | -9.1% |
| 1Y | -19.8% | +8.8% | -28.6% | -21.7% |
| 3Y | +4.1% | -13.7% | +17.8% | +0.8% |
| 5Y | +10.3% | -35.2% | +45.5% | +8.7% |
| 10Y | +203.2% | +281.8% | -78.6% | +117.2% |
| All | +1,367.1% | +2,810.6% | -1,443.5% | +479.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling