+1.7%
HUT vs LOW
-0.5%
+2.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +7.5% | -30.7% | -22.4% |
| 7D | -29.5% | +15.6% | -45.2% | -29.9% |
| 30D | -45.2% | +28.6% | -73.8% | -47.3% |
| 3M | -51.6% | +5.8% | -57.5% | -50.3% |
| 6M | -37.3% | +3.8% | -41.1% | -33.9% |
| YTD | +6.5% | -2.8% | +9.3% | +25.3% |
| 1Y | +1.7% | -1.4% | +3.1% | +17.2% |
| All | +1.7% | -0.5% | +2.2% | +17.2% |
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 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