+417.4%
HL vs DXCM
-19.4%
+436.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | -0.8% |
| 7D | +7.1% | -6.2% | +13.3% | +7.6% |
| 30D | +21.4% | -0.3% | +21.7% | +21.4% |
| 3M | +37.4% | +10.3% | +27.1% | +35.9% |
| 6M | +0.4% | +24.1% | -23.7% | -2.1% |
| YTD | +6.7% | +27.4% | -20.7% | +4.1% |
| 1Y | +102.4% | +8.4% | +94.0% | +98.8% |
| 3Y | +417.4% | -19.0% | +436.4% | +366.2% |
| All | +417.4% | -19.4% | +436.8% | +366.2% |
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