+243.8%
HPQ vs LOW
+233.5%
+10.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.3% |
| 7D | +9.8% | -3.7% | +13.5% | +11.9% |
| 30D | +22.4% | -8.9% | +31.2% | +28.1% |
| 3M | +45.2% | -10.4% | +55.6% | +52.8% |
| 6M | +96.4% | -19.4% | +115.8% | +116.1% |
| YTD | +65.4% | -17.1% | +82.5% | +78.4% |
| 1Y | +31.6% | -26.3% | +57.8% | +50.7% |
| 3Y | +37.0% | -9.9% | +46.9% | +39.4% |
| 5Y | +53.0% | +6.1% | +46.9% | +40.3% |
| All | +243.8% | +233.5% | +10.3% | +83.2% |
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