+370.8%
HL vs DXCM
+2,810.6%
-2,439.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | +1.5% | -3.2% | +4.7% | +2.1% |
| 30D | +25.1% | +6.3% | +18.7% | +23.6% |
| 3M | +22.9% | +21.1% | +1.8% | +17.4% |
| 6M | -4.9% | +20.6% | -25.5% | -9.3% |
| YTD | +7.8% | +32.4% | -24.6% | +1.3% |
| 1Y | +133.9% | +8.8% | +125.0% | +126.5% |
| 3Y | +380.9% | -13.7% | +394.6% | +358.5% |
| 5Y | +230.2% | -35.2% | +265.4% | +223.1% |
| 10Y | +265.6% | +281.8% | -16.2% | +127.4% |
| All | +370.8% | +2,810.6% | -2,439.8% | +28.5% |
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