+180.7%
HIMS vs IDXX
+86.5%
+94.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -0.7% | -5.7% | +5.0% | +2.0% |
| 30D | -8.2% | -11.5% | +3.3% | -2.9% |
| 3M | -4.7% | -9.5% | +4.8% | -0.7% |
| 6M | +6.3% | -16.0% | +22.3% | +14.6% |
| YTD | -15.3% | -25.4% | +10.1% | -3.7% |
| 1Y | -46.9% | -21.8% | -25.1% | -41.3% |
| 3Y | +321.3% | +7.0% | +314.2% | +282.8% |
| 5Y | +215.8% | -26.0% | +241.8% | +203.9% |
| All | +180.7% | +86.5% | +94.2% | +140.7% |
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