-86.4%
HTZ vs IDXX
-21.7%
-64.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +0.8% |
| 7D | +7.5% | -3.5% | +11.0% | +9.3% |
| 30D | +47.4% | -8.4% | +55.9% | +53.4% |
| 3M | -54.9% | -5.2% | -49.7% | -54.2% |
| 6M | -47.0% | -17.5% | -29.5% | -42.5% |
| YTD | -55.3% | -20.9% | -34.4% | -50.5% |
| 1Y | -57.6% | -16.4% | -41.2% | -54.7% |
| 3Y | -86.6% | +4.7% | -91.3% | -88.1% |
| All | -86.4% | -21.7% | -64.7% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling