+139.3%
HOOD vs DXCM
-29.4%
+168.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.1% |
| 7D | -0.6% | -4.4% | +3.7% | +1.1% |
| 30D | -23.6% | -3.6% | -20.0% | -22.7% |
| 3M | -10.7% | -4.3% | -6.3% | -9.5% |
| 6M | +8.2% | +33.8% | -25.6% | -6.2% |
| YTD | -26.3% | +22.1% | -48.5% | -33.4% |
| 1Y | -36.1% | +47.4% | -83.5% | -46.6% |
| 3Y | +950.7% | -12.3% | +963.0% | +846.2% |
| 5Y | +127.0% | -49.1% | +176.1% | +124.2% |
| All | +139.3% | -29.4% | +168.7% | +167.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling