+664.8%
HUBS vs DXCM
+701.0%
-36.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -6.2% | -6.5% | +0.2% | -4.0% |
| 30D | +6.6% | -4.3% | +10.9% | +8.4% |
| 3M | +16.4% | +7.3% | +9.2% | +13.6% |
| 6M | -19.7% | +22.0% | -41.8% | -25.5% |
| YTD | -42.6% | +26.4% | -69.0% | -47.5% |
| 1Y | -54.2% | +7.0% | -61.2% | -56.1% |
| 3Y | -57.1% | -19.6% | -37.5% | -58.7% |
| 5Y | -66.2% | -39.3% | -27.0% | -64.8% |
| 10Y | +328.3% | +260.9% | +67.3% | +180.3% |
| All | +664.8% | +701.0% | -36.2% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling