+1,559.5%
HWM vs IDXX
+358.6%
+1,200.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -11.4% | -5.7% | -5.7% | -9.7% |
| 30D | -18.5% | -11.5% | -6.9% | -15.2% |
| 3M | -13.2% | -9.5% | -3.6% | -10.8% |
| 6M | -8.7% | -16.0% | +7.3% | -4.1% |
| YTD | +12.2% | -25.4% | +37.6% | +22.1% |
| 1Y | +24.9% | -21.8% | +46.7% | +33.1% |
| 3Y | +383.9% | +7.0% | +376.9% | +341.9% |
| 5Y | +646.1% | -26.0% | +672.1% | +653.7% |
| All | +1,559.5% | +358.6% | +1,200.8% | +664.3% |
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 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