+630.8%
HLT vs DXCM
+896.5%
-265.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.7% | -1.6% |
| 7D | -2.4% | -6.2% | +3.8% | -1.5% |
| 30D | -4.1% | -0.3% | -3.8% | -4.1% |
| 3M | -10.6% | +10.3% | -20.9% | -12.3% |
| 6M | +2.0% | +24.1% | -22.1% | -1.9% |
| YTD | +6.1% | +27.4% | -21.2% | +1.4% |
| 1Y | +9.8% | +8.4% | +1.4% | +7.0% |
| 3Y | +99.0% | -19.0% | +118.0% | +94.4% |
| 5Y | +151.5% | -38.6% | +190.1% | +148.5% |
| 10Y | +561.1% | +252.9% | +308.2% | +390.0% |
| All | +630.8% | +896.5% | -265.7% | +389.3% |
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