-23.0%
IDXX vs HRB
+114.1%
-137.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -5.7% | -8.0% | +2.3% | -4.0% |
| 30D | -11.5% | -16.0% | +4.4% | -8.3% |
| 3M | -9.5% | +26.9% | -36.4% | -15.1% |
| 6M | -16.0% | +51.1% | -67.1% | -24.9% |
| YTD | -25.4% | +7.1% | -32.5% | -27.1% |
| 1Y | -21.8% | -9.6% | -12.2% | -20.1% |
| 3Y | +7.0% | +25.4% | -18.4% | -2.3% |
| All | -23.0% | +114.1% | -137.0% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling