+138.4%
HLT vs LOW
+5.4%
+133.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.6% | -3.7% | +2.1% | +0.1% |
| 30D | -5.0% | -8.9% | +3.8% | -0.9% |
| 3M | -10.4% | -10.4% | 0.0% | -6.2% |
| 6M | +3.2% | -19.4% | +22.6% | +13.5% |
| YTD | +6.7% | -17.1% | +23.9% | +15.5% |
| 1Y | +10.3% | -26.3% | +36.5% | +25.8% |
| 3Y | +99.3% | -9.9% | +109.2% | +102.3% |
| All | +138.4% | +5.4% | +133.0% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling