+308.1%
HUBS vs IDXX
+360.5%
-52.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -9.0% | -5.7% | -3.3% | -5.2% |
| 30D | +7.2% | -11.5% | +18.8% | +16.7% |
| 3M | +20.9% | -9.5% | +30.4% | +29.7% |
| 6M | -13.0% | -16.0% | +2.9% | -2.1% |
| YTD | -43.8% | -25.4% | -18.5% | -31.7% |
| 1Y | -54.6% | -21.8% | -32.9% | -47.5% |
| 3Y | -58.5% | +7.0% | -65.5% | -66.1% |
| 5Y | -66.4% | -26.0% | -40.5% | -63.0% |
| All | +308.1% | +360.5% | -52.4% | +35.6% |
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 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