-93.9%
HTZ vs IDXX
+11.7%
-105.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.5% | +9.0% |
| 7D | -27.4% | +0.6% | -28.0% | -27.3% |
| 30D | -11.4% | +34.1% | -45.4% | -22.5% |
| 3M | -33.1% | +19.8% | -52.8% | -38.6% |
| 6M | -73.5% | +32.1% | -105.6% | -77.1% |
| YTD | -68.1% | +3.9% | -71.9% | -69.0% |
| 1Y | -74.3% | -1.4% | -72.9% | -74.4% |
| 3Y | -80.9% | +63.9% | -144.8% | -86.3% |
| 5Y | -93.8% | +14.2% | -108.0% | -95.1% |
| All | -93.9% | +11.7% | -105.7% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling