-21.3%
HUT vs DXCM
-48.7%
+27.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.5% | -8.2% |
| 7D | +9.3% | +4.9% | +4.4% | +7.0% |
| 30D | -23.1% | -0.2% | -22.9% | -24.7% |
| 3M | -30.6% | -8.9% | -21.7% | -29.5% |
| 6M | -46.9% | +42.3% | -89.1% | -58.5% |
| YTD | +25.3% | +25.6% | -0.2% | +5.3% |
| 1Y | +59.8% | +39.5% | +20.3% | +28.1% |
| 3Y | +467.2% | -15.3% | +482.5% | +370.2% |
| All | -21.3% | -48.7% | +27.4% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling