+720.6%
HUT vs DXCM
-13.8%
+734.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.6% |
| 7D | +17.8% | -3.2% | +21.0% | +18.6% |
| 30D | +0.8% | +6.3% | -5.5% | -0.8% |
| 3M | -26.8% | +21.1% | -47.9% | -30.6% |
| 6M | +72.6% | +20.6% | +52.0% | +63.3% |
| YTD | +103.6% | +32.4% | +71.2% | +88.8% |
| 1Y | +265.3% | +8.8% | +256.4% | +251.3% |
| All | +720.6% | -13.8% | +734.3% | +687.8% |
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