-16.8%
HAL vs DXCM
+412.4%
-429.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.3% |
| 7D | -0.2% | -9.2% | +9.0% | +1.0% |
| 30D | +1.0% | -6.5% | +7.5% | +1.7% |
| 3M | -2.1% | -10.3% | +8.1% | -1.0% |
| 6M | -17.5% | +35.4% | -52.9% | -21.0% |
| YTD | +18.1% | +21.1% | -2.9% | +14.2% |
| 1Y | +19.7% | +38.2% | -18.5% | +13.7% |
| 3Y | -7.9% | -14.6% | +6.7% | -10.6% |
| 5Y | +53.1% | -49.6% | +102.6% | +55.6% |
| 10Y | -16.8% | +393.1% | -409.9% | -27.4% |
| All | -16.8% | +412.4% | -429.2% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling