+246.3%
HPE vs LOW
-10.3%
+256.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.0% |
| 7D | +1.4% | -2.6% | +4.1% | +2.0% |
| 30D | +1.5% | -11.1% | +12.7% | +4.2% |
| 3M | +21.7% | -8.5% | +30.2% | +23.3% |
| 6M | +164.2% | -20.8% | +185.0% | +181.2% |
| YTD | +132.1% | -17.2% | +149.3% | +141.7% |
| 1Y | +130.6% | -24.7% | +155.4% | +150.3% |
| All | +246.3% | -10.3% | +256.6% | +243.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling