-32.9%
HDB vs IDXX
-2.6%
-30.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.9% | +1.6% | +4.7% |
| 7D | +12.9% | +24.1% | -11.2% | +7.7% |
| 30D | +10.0% | +32.5% | -22.5% | +3.2% |
| 3M | +1.8% | +18.8% | -16.9% | -1.8% |
| 6M | -2.1% | +24.0% | -26.1% | -6.9% |
| YTD | -33.4% | +3.3% | -36.7% | -37.2% |
| 1Y | -32.9% | -3.3% | -29.6% | -36.8% |
| All | -32.9% | -2.6% | -30.2% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling