-9.3%
HAL vs DXCM
-15.9%
+6.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +2.6% | -3.6% | +6.3% | +2.9% |
| 30D | -0.1% | -4.3% | +4.2% | +0.2% |
| 3M | -1.1% | -10.4% | +9.2% | -0.4% |
| 6M | -20.7% | +33.1% | -53.9% | -22.8% |
| YTD | +17.5% | +22.6% | -5.1% | +15.0% |
| 1Y | +24.1% | +36.5% | -12.4% | +20.2% |
| All | -9.3% | -15.9% | +6.7% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling