+308.1%
HUBS vs DXCM
+260.4%
+47.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.4% |
| 7D | -9.0% | -5.5% | -3.5% | -7.1% |
| 30D | +7.2% | -8.6% | +15.8% | +10.8% |
| 3M | +20.9% | +10.3% | +10.5% | +16.7% |
| 6M | -13.0% | +25.2% | -38.2% | -20.1% |
| YTD | -43.8% | +25.1% | -69.0% | -48.5% |
| 1Y | -54.6% | +9.2% | -63.9% | -56.9% |
| 3Y | -58.5% | -22.6% | -35.8% | -59.5% |
| 5Y | -66.4% | -39.5% | -26.9% | -65.1% |
| All | +308.1% | +260.4% | +47.8% | +203.3% |
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 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