+261.2%
HL vs DXCM
+266.8%
-5.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.1% |
| 7D | -5.6% | -5.8% | +0.2% | -4.8% |
| 30D | +12.7% | -5.6% | +18.4% | +13.6% |
| 3M | +42.5% | +13.0% | +29.5% | +39.1% |
| 6M | -9.0% | +24.7% | -33.7% | -12.8% |
| YTD | +4.4% | +27.3% | -22.9% | +0.1% |
| 1Y | +82.7% | +11.2% | +71.5% | +77.8% |
| 3Y | +406.3% | -19.0% | +425.3% | +393.3% |
| 5Y | +238.2% | -38.5% | +276.6% | +232.7% |
| All | +261.2% | +266.8% | -5.6% | +242.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling