+4,265.0%
IDXX vs HIG
+986.1%
+3,278.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -5.7% | -1.5% | -4.3% | -5.5% |
| 30D | -11.5% | -0.4% | -11.2% | -11.5% |
| 3M | -9.5% | +6.7% | -16.2% | -10.5% |
| 6M | -16.0% | +2.0% | -17.9% | -16.3% |
| YTD | -25.4% | +0.3% | -25.7% | -25.5% |
| 1Y | -21.8% | +4.2% | -26.0% | -22.4% |
| 3Y | +7.0% | +102.2% | -95.2% | -4.3% |
| 5Y | -26.0% | +118.5% | -144.5% | -34.7% |
| 10Y | +358.9% | +311.1% | +47.8% | +255.7% |
| All | +4,265.0% | +986.1% | +3,278.9% | +1,523.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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