-23.0%
IDXX vs HUBB
+157.3%
-180.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.9% |
| 7D | -5.7% | -0.1% | -5.7% | -5.7% |
| 30D | -11.5% | -10.0% | -1.6% | -8.6% |
| 3M | -9.5% | -1.6% | -7.9% | -10.0% |
| 6M | -16.0% | -3.1% | -12.9% | -16.5% |
| YTD | -25.4% | +4.6% | -30.0% | -28.2% |
| 1Y | -21.8% | +3.3% | -25.1% | -24.7% |
| 3Y | +7.0% | +46.6% | -39.5% | -15.0% |
| All | -23.0% | +157.3% | -180.3% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling