+7.0%
IDXX vs THC
+251.0%
-244.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -11.5% | -1.2% | -10.4% | -11.4% |
| 3M | -9.5% | +52.3% | -61.8% | -18.3% |
| 6M | -16.0% | +12.4% | -28.4% | -18.8% |
| YTD | -25.4% | +32.7% | -58.1% | -30.9% |
| 1Y | -21.8% | +36.4% | -58.1% | -28.4% |
| 3Y | +7.0% | +259.3% | -252.3% | -31.1% |
| All | +7.0% | +251.0% | -244.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling