+10,987.3%
HD vs IDXX
+53,929.9%
-42,942.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.2% |
| 7D | -3.9% | -4.3% | +0.4% | -3.0% |
| 30D | -13.1% | -13.7% | +0.5% | -10.5% |
| 3M | -3.4% | -9.1% | +5.6% | -1.6% |
| 6M | -12.6% | -15.4% | +2.9% | -9.6% |
| YTD | -9.2% | -25.1% | +15.9% | -4.0% |
| 1Y | -23.9% | -20.6% | -3.3% | -20.8% |
| 3Y | +0.4% | +8.7% | -8.3% | -3.6% |
| 5Y | +4.5% | -25.7% | +30.2% | +6.5% |
| 10Y | +205.4% | +360.6% | -155.2% | +121.7% |
| All | +10,987.3% | +53,929.9% | -42,942.5% | +4,120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling