+563.1%
HPE vs LOW
+233.5%
+329.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.4% |
| 7D | +19.4% | -3.7% | +23.1% | +21.2% |
| 30D | +5.6% | -8.9% | +14.5% | +9.4% |
| 3M | +33.1% | -10.4% | +43.5% | +37.7% |
| 6M | +192.5% | -19.4% | +211.9% | +214.2% |
| YTD | +160.9% | -17.1% | +178.0% | +175.9% |
| 1Y | +155.0% | -26.3% | +181.2% | +183.1% |
| 3Y | +289.4% | -9.9% | +299.3% | +289.7% |
| 5Y | +395.7% | +6.1% | +389.5% | +352.4% |
| All | +563.1% | +233.5% | +329.6% | +292.3% |
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