+3,707.7%
HSY vs IDXX
+53,734.7%
-50,026.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.1% | -5.7% | +5.8% | +0.6% |
| 30D | -5.2% | -11.5% | +6.4% | -4.2% |
| 3M | -3.4% | -9.5% | +6.1% | -2.6% |
| 6M | -19.2% | -16.0% | -3.2% | -18.1% |
| YTD | -2.6% | -25.4% | +22.8% | -0.3% |
| 1Y | -3.8% | -21.8% | +18.0% | -2.1% |
| 3Y | -10.6% | +7.0% | -17.7% | -12.4% |
| 5Y | +12.3% | -26.0% | +38.3% | +12.4% |
| 10Y | +129.6% | +358.9% | -229.4% | +95.7% |
| All | +3,707.7% | +53,734.7% | -50,026.9% | +2,499.1% |
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