+352.1%
IDXX vs HRB
+209.1%
+142.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -5.7% | -8.0% | +2.3% | -4.2% |
| 30D | -11.5% | -16.0% | +4.4% | -8.6% |
| 3M | -9.5% | +26.9% | -36.4% | -14.3% |
| 6M | -16.0% | +51.1% | -67.1% | -23.7% |
| YTD | -25.4% | +7.1% | -32.5% | -27.5% |
| 1Y | -21.8% | -9.6% | -12.2% | -21.4% |
| 3Y | +7.0% | +25.4% | -18.4% | -0.3% |
| 5Y | -26.0% | +114.9% | -140.9% | -38.2% |
| All | +352.1% | +209.1% | +142.9% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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