+3,796.1%
HDB vs IDXX
+8,643.2%
-4,847.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.2% | +7.0% |
| 7D | +0.7% | -5.7% | +6.4% | +3.0% |
| 30D | +1.0% | -11.5% | +12.5% | +5.7% |
| 3M | -2.0% | -9.5% | +7.6% | +1.4% |
| 6M | -18.1% | -16.0% | -2.1% | -12.9% |
| YTD | -36.1% | -25.4% | -10.7% | -29.3% |
| 1Y | -34.0% | -21.8% | -12.3% | -29.0% |
| 3Y | -26.7% | +7.0% | -33.7% | -34.3% |
| 5Y | -33.9% | -26.0% | -7.9% | -33.7% |
| 10Y | +41.4% | +358.9% | -317.6% | -43.1% |
| All | +3,796.1% | +8,643.2% | -4,847.0% | +429.4% |
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 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