+2,836.9%
IDXX vs HBM
+589.9%
+2,247.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -5.7% | -3.3% | -2.4% | -5.4% |
| 30D | -11.5% | -4.8% | -6.7% | -11.2% |
| 3M | -9.5% | -0.4% | -9.1% | -10.2% |
| 6M | -16.0% | +17.9% | -33.8% | -19.0% |
| YTD | -25.4% | +33.7% | -59.1% | -29.7% |
| 1Y | -21.8% | +95.6% | -117.4% | -30.2% |
| 3Y | +7.0% | +458.1% | -451.1% | -18.6% |
| 5Y | -26.0% | +329.0% | -355.0% | -43.4% |
| 10Y | +358.9% | +588.2% | -229.3% | +200.2% |
| All | +2,836.9% | +589.9% | +2,247.0% | +1,573.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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