-21.8%
DXCM vs HALO
+178.6%
-200.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -6.5% | -2.1% | -4.4% | -6.3% |
| 30D | -4.3% | +4.6% | -8.9% | -4.7% |
| 3M | +7.3% | +50.2% | -43.0% | +3.3% |
| 6M | +22.0% | +57.6% | -35.6% | +16.8% |
| YTD | +26.4% | +59.6% | -33.2% | +20.8% |
| 1Y | +7.0% | +41.2% | -34.2% | +3.0% |
| All | -21.8% | +178.6% | -200.4% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling