+8.8%
DXCM vs HALO
+47.3%
-38.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -3.2% | +4.6% | -7.8% | -3.9% |
| 30D | +6.3% | +31.8% | -25.5% | +1.5% |
| 3M | +21.1% | +53.9% | -32.8% | +12.0% |
| 6M | +20.6% | +57.4% | -36.8% | +10.2% |
| YTD | +32.4% | +63.7% | -31.3% | +20.0% |
| 1Y | +8.8% | +50.1% | -41.3% | -4.6% |
| All | +8.8% | +47.3% | -38.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling