+290.5%
HUT vs DXCM
+6.5%
+283.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.8% | +10.2% | +7.0% |
| 7D | +28.3% | -6.2% | +34.5% | +29.7% |
| 30D | +12.3% | -0.3% | +12.6% | +11.6% |
| 3M | -16.8% | +10.3% | -27.1% | -19.0% |
| 6M | +111.4% | +24.1% | +87.2% | +94.5% |
| YTD | +116.6% | +27.4% | +89.2% | +98.9% |
| 1Y | +290.5% | +8.4% | +282.1% | +283.6% |
| All | +290.5% | +6.5% | +283.9% | +283.6% |
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