+100.9%
HL vs IDXX
+53,734.7%
-53,633.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.4% | -5.7% | +1.4% | -3.4% |
| 30D | +9.3% | -11.5% | +20.8% | +11.4% |
| 3M | +32.0% | -9.5% | +41.5% | +33.8% |
| 6M | -6.4% | -16.0% | +9.5% | -4.1% |
| YTD | +3.1% | -25.4% | +28.5% | +7.9% |
| 1Y | +77.6% | -21.8% | +99.3% | +83.9% |
| 3Y | +392.8% | +7.0% | +385.8% | +381.3% |
| 5Y | +234.1% | -26.0% | +260.1% | +240.0% |
| 10Y | +264.5% | +358.9% | -94.5% | +193.4% |
| All | +100.9% | +53,734.7% | -53,633.8% | +82.3% |
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