+263.3%
DXCM vs HALO
+977.5%
-714.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -5.8% | -3.4% | -2.4% | -5.0% |
| 30D | -5.6% | +4.3% | -9.9% | -6.6% |
| 3M | +13.0% | +51.8% | -38.7% | +1.5% |
| 6M | +24.7% | +57.8% | -33.1% | +10.6% |
| YTD | +27.3% | +59.0% | -31.7% | +12.4% |
| 1Y | +11.2% | +41.2% | -30.0% | +0.8% |
| 3Y | -19.0% | +177.8% | -196.9% | -42.3% |
| 5Y | -38.5% | +159.5% | -197.9% | -56.2% |
| All | +263.3% | +977.5% | -714.2% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling