+138.4%
HLT vs IDXX
-26.5%
+165.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -1.6% | -5.7% | +4.1% | +0.1% |
| 30D | -5.0% | -11.5% | +6.5% | -1.7% |
| 3M | -10.4% | -9.5% | -0.9% | -8.2% |
| 6M | +3.2% | -16.0% | +19.2% | +7.8% |
| YTD | +6.7% | -25.4% | +32.1% | +15.2% |
| 1Y | +10.3% | -21.8% | +32.0% | +16.8% |
| 3Y | +99.3% | +7.0% | +92.3% | +83.1% |
| All | +138.4% | -26.5% | +165.0% | +132.3% |
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 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