+2,768.0%
HPQ vs LOW
+34,691.1%
-31,923.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +3.7% | -10.1% | +13.8% | +7.4% |
| 3M | +24.3% | -2.9% | +27.2% | +25.2% |
| 6M | +64.8% | -19.4% | +84.2% | +75.7% |
| YTD | +43.9% | -15.4% | +59.3% | +50.6% |
| 1Y | +11.7% | -24.9% | +36.6% | +21.5% |
| 3Y | +19.7% | -7.8% | +27.5% | +21.0% |
| 5Y | +32.2% | +8.4% | +23.8% | +26.3% |
| 10Y | +198.9% | +226.8% | -27.9% | +97.3% |
| All | +2,768.0% | +34,691.1% | -31,923.1% | +362.8% |
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 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