-16.4%
IDXX vs HUBB
+8.5%
-24.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | -3.5% | +0.5% | -4.1% | -3.6% |
| 30D | -8.4% | -10.0% | +1.6% | -7.3% |
| 3M | -5.2% | -4.8% | -0.4% | -5.3% |
| 6M | -17.5% | -5.6% | -11.9% | -18.0% |
| YTD | -20.9% | +4.7% | -25.5% | -23.4% |
| 1Y | -16.4% | +6.7% | -23.1% | -21.3% |
| All | -16.4% | +8.5% | -24.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling