-93.9%
HTZ vs IDXX
+7.5%
-101.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.8% | -9.2% | -8.7% |
| 7D | -14.6% | +22.6% | -37.2% | -22.1% |
| 30D | -20.8% | +33.4% | -54.2% | -30.7% |
| 3M | -18.8% | +14.6% | -33.4% | -24.2% |
| 6M | -74.7% | +16.7% | -91.4% | -76.8% |
| YTD | -68.1% | -0.1% | -68.0% | -68.5% |
| 1Y | -73.5% | -5.3% | -68.2% | -73.1% |
| 3Y | -81.8% | +59.8% | -141.6% | -86.9% |
| 5Y | -95.2% | +6.1% | -101.3% | -96.2% |
| All | -93.9% | +7.5% | -101.4% | -95.1% |
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