-91.9%
HTZ vs IDXX
-17.3%
-74.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.2% | -3.7% |
| 7D | -2.5% | -4.6% | +2.1% | -0.3% |
| 30D | -3.7% | -11.3% | +7.6% | +1.6% |
| 3M | -57.0% | -7.3% | -49.7% | -55.9% |
| 6M | -47.0% | -14.5% | -32.5% | -43.5% |
| YTD | -57.5% | -23.1% | -34.4% | -52.4% |
| 1Y | -63.5% | -20.3% | -43.1% | -60.1% |
| 3Y | -86.3% | +11.7% | -98.0% | -88.2% |
| 5Y | -86.8% | -24.4% | -62.4% | -88.2% |
| All | -91.9% | -17.3% | -74.6% | -92.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling