+206.4%
HD vs IDXX
+360.5%
-154.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -3.8% | -5.7% | +1.9% | -1.8% |
| 30D | -9.4% | -11.5% | +2.1% | -5.5% |
| 3M | -4.6% | -9.5% | +4.9% | -1.3% |
| 6M | -10.1% | -16.0% | +5.9% | -4.7% |
| YTD | -8.3% | -25.4% | +17.1% | +1.0% |
| 1Y | -25.0% | -21.8% | -3.2% | -19.4% |
| 3Y | +1.5% | +7.0% | -5.5% | -6.8% |
| 5Y | +5.6% | -26.0% | +31.5% | +8.1% |
| All | +206.4% | +360.5% | -154.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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