+193.0%
HOOD vs LOW
+8.3%
+184.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -2.7% |
| 7D | +13.4% | +0.4% | +13.0% | +13.2% |
| 30D | +25.8% | -10.1% | +35.9% | +35.3% |
| 3M | +38.0% | -2.9% | +40.8% | +38.7% |
| 6M | +52.2% | -19.4% | +71.6% | +75.5% |
| YTD | +3.7% | -15.4% | +19.2% | +13.7% |
| 1Y | +0.1% | -24.9% | +25.0% | +19.7% |
| 3Y | +992.6% | -7.8% | +1,000.4% | +964.8% |
| 5Y | +193.0% | +8.4% | +184.6% | +135.0% |
| All | +193.0% | +8.3% | +184.7% | +135.0% |
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