+105.3%
HAL vs DXCM
-35.5%
+140.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | +2.9% | -3.2% | +6.2% | +3.3% |
| 30D | +17.0% | +6.3% | +10.7% | +16.3% |
| 3M | -9.7% | +21.1% | -30.7% | -11.5% |
| 6M | +8.6% | +20.6% | -11.9% | +6.3% |
| YTD | +33.0% | +32.4% | +0.5% | +28.7% |
| 1Y | +68.3% | +8.8% | +59.5% | +65.9% |
| 3Y | +0.1% | -13.7% | +13.8% | -2.9% |
| All | +105.3% | -35.5% | +140.8% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling