-39.3%
DXCM vs HALO
+156.4%
-195.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -6.5% | -2.1% | -4.4% | -6.0% |
| 30D | -4.3% | +4.6% | -8.9% | -5.3% |
| 3M | +7.3% | +50.2% | -43.0% | -2.5% |
| 6M | +22.0% | +57.6% | -35.6% | +9.5% |
| YTD | +26.4% | +59.6% | -33.2% | +12.7% |
| 1Y | +7.0% | +41.2% | -34.2% | -2.2% |
| 3Y | -19.6% | +178.9% | -198.5% | -43.6% |
| 5Y | -39.3% | +160.1% | -199.4% | -59.1% |
| All | -39.3% | +156.4% | -195.7% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling