+249.6%
HL vs DXCM
-13.9%
+263.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | -11.1% | +4.9% | -16.1% | -11.6% |
| 30D | -12.1% | -0.2% | -11.9% | -12.1% |
| 3M | -26.1% | -8.9% | -17.2% | -25.5% |
| 6M | -37.7% | +42.3% | -80.0% | -40.4% |
| YTD | -31.7% | +25.6% | -57.2% | -33.4% |
| 1Y | -11.6% | +39.5% | -51.2% | -14.3% |
| 3Y | +249.6% | -15.3% | +264.9% | +191.4% |
| All | +249.6% | -13.9% | +263.6% | +191.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling