+151.8%
HPE vs DXCM
+8.1%
+143.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.1% |
| 7D | +13.6% | -6.5% | +20.1% | +13.9% |
| 30D | +7.7% | -4.3% | +12.0% | +7.9% |
| 3M | +22.4% | +7.3% | +15.1% | +23.1% |
| 6M | +172.6% | +22.0% | +150.6% | +172.0% |
| YTD | +147.5% | +26.4% | +121.1% | +146.1% |
| 1Y | +151.8% | +7.0% | +144.8% | +154.6% |
| All | +151.8% | +8.1% | +143.7% | +154.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling