+55.2%
HYG vs DXCM
+260.4%
-205.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.1% |
| 7D | -0.7% | -5.5% | +4.8% | -0.4% |
| 30D | -0.7% | -8.6% | +7.8% | -0.3% |
| 3M | -0.2% | +10.3% | -10.5% | -0.8% |
| 6M | +1.4% | +25.2% | -23.8% | 0.0% |
| YTD | +1.5% | +25.1% | -23.6% | 0.0% |
| 1Y | +2.9% | +9.2% | -6.4% | +2.0% |
| 3Y | +25.6% | -22.6% | +48.3% | +24.9% |
| 5Y | +18.6% | -39.5% | +58.1% | +17.7% |
| All | +55.2% | +260.4% | -205.2% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling