-13.7%
HAL vs DXCM
-18.8%
+5.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.2% |
| 7D | -12.0% | -3.5% | -8.5% | -11.8% |
| 30D | +0.3% | -5.8% | +6.1% | +0.6% |
| 3M | -1.6% | -4.3% | +2.7% | -1.4% |
| 6M | -20.5% | +31.6% | -52.0% | -22.5% |
| YTD | +14.2% | +19.6% | -5.4% | +11.9% |
| 1Y | +18.9% | +36.9% | -18.0% | +14.9% |
| 3Y | -13.7% | -16.3% | +2.5% | -19.9% |
| All | -13.7% | -18.8% | +5.1% | -19.9% |
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