+420.1%
HUT vs DXCM
+475.7%
-55.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +7.0% |
| 7D | +17.8% | -3.2% | +21.0% | +19.2% |
| 30D | +0.8% | +6.3% | -5.5% | -2.0% |
| 3M | -26.8% | +21.1% | -47.9% | -33.4% |
| 6M | +72.6% | +20.6% | +52.0% | +57.0% |
| YTD | +103.6% | +32.4% | +71.2% | +78.6% |
| 1Y | +265.3% | +8.8% | +256.4% | +241.7% |
| 3Y | +689.4% | -13.7% | +703.1% | +618.1% |
| 5Y | +75.3% | -35.2% | +110.5% | +76.1% |
| All | +420.1% | +475.7% | -55.6% | +430.9% |
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