+247.2%
HD vs LOW
+309.5%
-62.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +5.2% | +8.7% | -3.5% | -0.8% |
| 30D | +20.7% | +25.5% | -4.7% | +2.8% |
| 3M | +0.8% | +6.6% | -5.8% | -3.6% |
| 6M | +12.2% | +2.4% | +9.8% | +10.3% |
| YTD | +4.2% | -1.7% | +6.0% | +5.3% |
| 1Y | -2.6% | +1.7% | -4.3% | -3.9% |
| 3Y | +30.0% | +26.6% | +3.4% | +10.2% |
| 5Y | +8.1% | +10.1% | -2.0% | +0.3% |
| 10Y | +247.2% | +303.3% | -56.1% | +48.1% |
| All | +247.2% | +309.5% | -62.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling