+1.2%
HAL vs DXCM
+256.6%
-255.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.3% |
| 7D | +0.5% | -6.2% | +6.7% | +1.2% |
| 30D | +15.9% | -0.3% | +16.2% | +15.9% |
| 3M | -8.7% | +10.3% | -19.0% | -10.0% |
| 6M | +9.0% | +24.1% | -15.1% | +5.6% |
| YTD | +32.0% | +27.4% | +4.7% | +27.2% |
| 1Y | +72.5% | +8.4% | +64.1% | +69.0% |
| 3Y | -4.5% | -19.0% | +14.4% | -6.6% |
| 5Y | +109.7% | -38.6% | +148.3% | +107.4% |
| 10Y | +1.2% | +252.9% | -251.7% | -9.0% |
| All | +1.2% | +256.6% | -255.4% | -9.0% |
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