+221.5%
HL vs DXCM
+2,560.6%
-2,339.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -5.6% | -9.2% | +3.6% | -3.8% |
| 30D | -16.2% | -6.5% | -9.7% | -15.0% |
| 3M | -20.5% | -10.3% | -10.2% | -18.9% |
| 6M | -31.7% | +35.4% | -67.1% | -36.3% |
| YTD | -26.4% | +21.1% | -47.4% | -29.7% |
| 1Y | -4.3% | +38.2% | -42.5% | -10.7% |
| 3Y | +276.9% | -14.6% | +291.4% | +261.7% |
| 5Y | +124.1% | -49.6% | +173.6% | +131.0% |
| 10Y | +144.6% | +393.1% | -248.5% | +44.3% |
| All | +221.5% | +2,560.6% | -2,339.1% | -10.8% |
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