+151.8%
HYG vs LOW
+779.2%
-627.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -0.7% | -2.6% | +1.9% | -0.3% |
| 30D | -0.6% | -11.1% | +10.6% | +1.3% |
| 3M | +0.4% | -8.5% | +8.9% | +1.7% |
| 6M | +1.2% | -20.8% | +22.1% | +4.7% |
| YTD | +1.5% | -17.2% | +18.7% | +4.1% |
| 1Y | +3.2% | -24.7% | +27.9% | +7.4% |
| 3Y | +25.9% | -9.7% | +35.6% | +26.1% |
| 5Y | +18.6% | +6.0% | +12.6% | +14.5% |
| 10Y | +55.8% | +230.5% | -174.7% | +20.2% |
| All | +151.8% | +779.2% | -627.4% | +46.2% |
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