+45.9%
HLT vs LOW
-0.5%
+46.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +0.4% |
| 7D | +7.7% | +15.6% | -7.9% | +1.3% |
| 30D | +19.1% | +28.6% | -9.5% | +7.1% |
| 3M | +20.7% | +5.8% | +14.9% | +17.5% |
| 6M | +21.0% | +3.8% | +17.2% | +18.8% |
| YTD | +31.3% | -2.8% | +34.1% | +33.0% |
| 1Y | +45.9% | -1.4% | +47.3% | +46.9% |
| All | +45.9% | -0.5% | +46.3% | +46.9% |
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