+231.1%
HOOD vs LOW
+13.2%
+217.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.0% |
| 7D | +7.7% | -0.6% | +8.4% | +8.3% |
| 30D | +22.0% | -9.3% | +31.2% | +29.7% |
| 3M | +37.6% | -8.1% | +45.7% | +43.8% |
| 6M | +45.3% | -19.8% | +65.0% | +66.2% |
| YTD | +1.9% | -16.4% | +18.3% | +11.8% |
| 1Y | -2.7% | -24.7% | +21.9% | +14.3% |
| 3Y | +973.4% | -8.8% | +982.2% | +964.4% |
| 5Y | +179.3% | +7.8% | +171.5% | +168.6% |
| All | +231.1% | +13.2% | +217.9% | +231.4% |
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