+1,469.5%
HD vs DXCM
+2,529.5%
-1,060.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.1% | -1.0% |
| 7D | +4.3% | -3.5% | +7.8% | +4.9% |
| 30D | +20.2% | -5.8% | +26.0% | +21.2% |
| 3M | -1.0% | -4.3% | +3.3% | -0.5% |
| 6M | +7.9% | +31.6% | -23.7% | +3.2% |
| YTD | +2.0% | +19.6% | -17.7% | -1.4% |
| 1Y | -4.3% | +36.9% | -41.2% | -9.3% |
| 3Y | +25.9% | -16.3% | +42.2% | +22.8% |
| 5Y | +5.8% | -50.0% | +55.8% | +8.4% |
| 10Y | +262.5% | +413.2% | -150.6% | +149.2% |
| All | +1,469.5% | +2,529.5% | -1,060.0% | +528.9% |
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