+359.8%
HUT vs DXCM
-18.8%
+378.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -6.0% | +20.6% | +15.5% |
| 7D | -11.4% | -3.5% | -7.9% | -11.5% |
| 30D | -41.0% | -5.8% | -35.2% | -40.8% |
| 3M | -41.9% | -4.3% | -37.6% | -42.2% |
| 6M | -51.7% | +31.6% | -83.2% | -56.1% |
| YTD | +14.6% | +19.6% | -5.0% | +7.2% |
| 1Y | +21.4% | +36.9% | -15.5% | +10.8% |
| 3Y | +359.8% | -16.3% | +376.1% | +479.0% |
| All | +359.8% | -18.8% | +378.6% | +479.0% |
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