+821.5%
HUT vs IDXX
+7.6%
+813.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.0% |
| 7D | +5.4% | -5.7% | +11.1% | +8.5% |
| 30D | +8.6% | -11.5% | +20.2% | +14.9% |
| 3M | -15.2% | -9.5% | -5.7% | -13.2% |
| 6M | +92.9% | -16.0% | +108.8% | +107.6% |
| YTD | +114.6% | -25.4% | +140.0% | +147.5% |
| 1Y | +208.5% | -21.8% | +230.3% | +245.2% |
| 3Y | +821.5% | +7.0% | +814.5% | +726.3% |
| All | +821.5% | +7.6% | +813.9% | +726.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling