+2,471.2%
HST vs IDXX
+53,734.7%
-51,263.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +0.9% | -5.7% | +6.6% | +2.1% |
| 30D | -2.5% | -11.5% | +9.1% | +0.1% |
| 3M | -5.1% | -9.5% | +4.4% | -3.3% |
| 6M | +21.6% | -16.0% | +37.6% | +25.7% |
| YTD | +31.6% | -25.4% | +57.0% | +39.4% |
| 1Y | +36.1% | -21.8% | +57.9% | +42.2% |
| 3Y | +66.5% | +7.0% | +59.4% | +59.8% |
| 5Y | +76.6% | -26.0% | +102.5% | +79.8% |
| 10Y | +108.9% | +358.9% | -250.0% | +40.7% |
| All | +2,471.2% | +53,734.7% | -51,263.5% | +909.2% |
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