+34,289.6%
HD vs LOW
+40,369.0%
-6,079.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +0.9% |
| 7D | +3.6% | +6.4% | -2.8% | -0.1% |
| 30D | +21.6% | +25.6% | -4.0% | +6.5% |
| 3M | +0.1% | +4.6% | -4.5% | -2.3% |
| 6M | +13.0% | +2.5% | +10.5% | +11.6% |
| YTD | +4.9% | -1.6% | +6.6% | +6.2% |
| 1Y | -2.1% | +1.7% | -3.8% | -2.8% |
| 3Y | +32.6% | +29.4% | +3.2% | +14.7% |
| 5Y | +8.2% | +9.6% | -1.4% | +3.4% |
| 10Y | +257.9% | +313.3% | -55.4% | +55.5% |
| All | +34,289.6% | +40,369.0% | -6,079.4% | +1,991.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling