+144.2%
HAL vs DXCM
+2,810.6%
-2,666.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | +2.9% | -3.2% | +6.2% | +3.5% |
| 30D | +17.0% | +6.3% | +10.7% | +15.8% |
| 3M | -9.7% | +21.1% | -30.7% | -12.9% |
| 6M | +8.6% | +20.6% | -11.9% | +4.4% |
| YTD | +33.0% | +32.4% | +0.5% | +25.5% |
| 1Y | +68.3% | +8.8% | +59.5% | +63.4% |
| 3Y | +0.1% | -13.7% | +13.8% | -3.8% |
| 5Y | +102.6% | -35.2% | +137.8% | +97.8% |
| 10Y | +3.8% | +281.8% | -278.0% | -32.4% |
| All | +144.2% | +2,810.6% | -2,666.4% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling