+220.1%
HUT vs LOW
+210.9%
+9.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | +9.3% | +1.4% | +7.9% | +8.4% |
| 30D | -23.1% | +21.7% | -44.8% | -35.4% |
| 3M | -30.6% | +5.0% | -35.6% | -35.4% |
| 6M | -46.9% | +4.6% | -51.5% | -52.0% |
| YTD | +25.3% | -3.5% | +28.8% | +22.0% |
| 1Y | +59.8% | +0.5% | +59.3% | +49.5% |
| 3Y | +467.2% | +24.8% | +442.4% | +341.0% |
| 5Y | -24.6% | +6.5% | -31.1% | -32.5% |
| All | +220.1% | +210.9% | +9.2% | +78.2% |
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 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