-81.8%
HTZ vs IDXX
+56.9%
-138.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.8% | -9.2% | -8.7% |
| 7D | -14.6% | +22.6% | -37.2% | -20.3% |
| 30D | -20.8% | +33.4% | -54.2% | -28.5% |
| 3M | -18.8% | +14.6% | -33.4% | -22.7% |
| 6M | -74.7% | +16.7% | -91.4% | -76.2% |
| YTD | -68.1% | -0.1% | -68.0% | -68.1% |
| 1Y | -73.5% | -5.3% | -68.2% | -72.9% |
| 3Y | -81.8% | +59.8% | -141.6% | -86.0% |
| All | -81.8% | +56.9% | -138.7% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling