+153.4%
HYG vs DXCM
+3,790.9%
-3,637.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +0.2% |
| 7D | 0.0% | -6.2% | +6.2% | +0.4% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | +1.0% | +10.3% | -9.4% | +0.2% |
| 6M | +2.3% | +24.1% | -21.8% | +0.8% |
| YTD | +2.1% | +27.4% | -25.2% | +0.4% |
| 1Y | +3.8% | +8.4% | -4.6% | +2.8% |
| 3Y | +26.7% | -19.0% | +45.7% | +25.5% |
| 5Y | +19.3% | -38.6% | +57.9% | +18.6% |
| 10Y | +55.3% | +252.9% | -197.7% | +34.8% |
| All | +153.4% | +3,790.9% | -3,637.5% | +70.1% |
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