+53,289.7%
IDXX vs HRB
+1,849.8%
+51,439.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -5.7% | -8.0% | +2.3% | -3.9% |
| 30D | -11.5% | -16.0% | +4.4% | -8.1% |
| 3M | -9.5% | +26.9% | -36.4% | -15.0% |
| 6M | -16.0% | +51.1% | -67.1% | -24.9% |
| YTD | -25.4% | +7.1% | -32.5% | -28.1% |
| 1Y | -21.8% | -9.6% | -12.2% | -21.8% |
| 3Y | +7.0% | +25.4% | -18.4% | -1.9% |
| 5Y | -26.0% | +114.9% | -140.9% | -41.0% |
| 10Y | +358.9% | +206.4% | +152.5% | +211.6% |
| All | +53,289.7% | +1,849.8% | +51,439.9% | +19,278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling