+21.3%
HPQ vs LOW
-0.5%
+21.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.5% | -1.6% | +4.6% |
| 7D | -7.8% | +15.6% | -23.4% | -9.9% |
| 30D | -4.9% | +28.6% | -33.5% | -8.2% |
| 3M | +4.9% | +5.8% | -1.0% | +3.4% |
| 6M | +47.1% | +3.8% | +43.2% | +45.1% |
| YTD | +39.5% | -2.8% | +42.3% | +38.7% |
| 1Y | +21.3% | -1.4% | +22.7% | +20.4% |
| All | +21.3% | -0.5% | +21.7% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling