+25.0%
HL vs DXCM
+44.8%
-19.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +6.6% | +6.5% | +11.4% |
| 7D | +0.2% | +12.5% | -12.3% | -2.6% |
| 30D | -12.1% | +1.8% | -13.9% | -12.7% |
| 3M | -2.8% | +1.8% | -4.6% | -3.7% |
| 6M | -14.9% | +47.4% | -62.3% | -30.2% |
| YTD | -22.0% | +33.3% | -55.4% | -27.5% |
| 1Y | +25.0% | +44.6% | -19.6% | +16.3% |
| All | +25.0% | +44.8% | -19.8% | +16.3% |
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