+152.3%
HUM vs IDXX
+360.5%
-208.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.3% |
| 7D | +2.1% | -5.7% | +7.8% | +3.4% |
| 30D | +5.4% | -11.5% | +16.9% | +8.3% |
| 3M | +11.4% | -9.5% | +20.9% | +13.4% |
| 6M | +141.5% | -16.0% | +157.5% | +149.8% |
| YTD | +61.2% | -25.4% | +86.6% | +71.5% |
| 1Y | +49.2% | -21.8% | +70.9% | +56.2% |
| 3Y | -9.0% | +7.0% | -16.1% | -15.2% |
| 5Y | +7.2% | -26.0% | +33.1% | +10.5% |
| All | +152.3% | +360.5% | -208.2% | +35.2% |
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