+621.7%
HPE vs LOW
+244.9%
+376.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.7% | -5.0% |
| 7D | -0.6% | -1.7% | +1.1% | +0.1% |
| 30D | -2.3% | -7.0% | +4.8% | +0.5% |
| 3M | -2.9% | -0.9% | -2.0% | -3.8% |
| 6M | +143.6% | -20.1% | +163.6% | +163.9% |
| YTD | +118.5% | -13.9% | +132.4% | +128.0% |
| 1Y | +129.2% | -21.1% | +150.3% | +148.0% |
| 3Y | +212.5% | -6.6% | +219.2% | +208.1% |
| 5Y | +286.9% | +9.4% | +277.6% | +247.3% |
| 10Y | +432.3% | +220.5% | +211.8% | +174.1% |
| All | +621.7% | +244.9% | +376.8% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling