-33.7%
HDB vs IDXX
-26.5%
-7.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.2% | +6.9% |
| 7D | +0.7% | -5.7% | +6.4% | +1.9% |
| 30D | +1.0% | -11.5% | +12.5% | +3.4% |
| 3M | -2.0% | -9.5% | +7.6% | -0.1% |
| 6M | -18.1% | -16.0% | -2.1% | -15.4% |
| YTD | -36.1% | -25.4% | -10.7% | -32.8% |
| 1Y | -34.0% | -21.8% | -12.3% | -31.5% |
| 3Y | -26.7% | +7.0% | -33.7% | -31.1% |
| All | -33.7% | -26.5% | -7.1% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling