-46.7%
HUBS vs DXCM
+11.0%
-57.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | -5.0% | -3.2% | -1.8% | -4.0% |
| 30D | -1.0% | +6.3% | -7.4% | -2.7% |
| 3M | +12.4% | +21.1% | -8.7% | +6.0% |
| 6M | -11.1% | +20.6% | -31.7% | -16.7% |
| YTD | -38.3% | +32.4% | -70.7% | -42.8% |
| 1Y | -46.7% | +8.8% | -55.5% | -52.3% |
| All | -46.7% | +11.0% | -57.7% | -52.3% |
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 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