+4,931.7%
HUM vs IDXX
+53,734.7%
-48,803.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.3% |
| 7D | +2.1% | -5.7% | +7.8% | +3.1% |
| 30D | +5.4% | -11.5% | +16.9% | +7.7% |
| 3M | +11.4% | -9.5% | +20.9% | +13.0% |
| 6M | +141.5% | -16.0% | +157.5% | +148.0% |
| YTD | +61.2% | -25.4% | +86.6% | +69.1% |
| 1Y | +49.2% | -21.8% | +70.9% | +54.6% |
| 3Y | -9.0% | +7.0% | -16.1% | -13.2% |
| 5Y | +7.2% | -26.0% | +33.1% | +7.4% |
| 10Y | +152.7% | +358.9% | -206.3% | +77.9% |
| All | +4,931.7% | +53,734.7% | -48,803.0% | +1,550.4% |
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