-58.8%
HUBS vs DXCM
-19.0%
-39.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -3.1% |
| 7D | -12.4% | -5.8% | -6.6% | -11.1% |
| 30D | +1.4% | -5.6% | +7.0% | +2.9% |
| 3M | +16.0% | +13.0% | +2.9% | +12.6% |
| 6M | -17.0% | +24.7% | -41.7% | -21.3% |
| YTD | -44.3% | +27.3% | -71.6% | -47.4% |
| 1Y | -54.3% | +11.2% | -65.5% | -55.9% |
| All | -58.8% | -19.0% | -39.8% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling