-22.3%
HD vs LOW
-24.7%
+2.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -0.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | -11.1% | -10.1% | -1.0% | -3.0% |
| 3M | +2.0% | -2.9% | +4.9% | +4.5% |
| 6M | -10.5% | -19.4% | +9.0% | +6.2% |
| YTD | -6.9% | -15.4% | +8.6% | +5.3% |
| All | -22.3% | -24.7% | +2.4% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling