+36.3%
HBAN vs LOW
+5.4%
+30.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.0% | -3.7% | +2.7% | +0.9% |
| 30D | -5.6% | -8.9% | +3.3% | -1.2% |
| 3M | -1.1% | -10.4% | +9.3% | +4.0% |
| 6M | +9.9% | -19.4% | +29.3% | +21.7% |
| YTD | -0.9% | -17.1% | +16.2% | +7.4% |
| 1Y | -1.4% | -26.3% | +24.9% | +13.7% |
| 3Y | +78.2% | -9.9% | +88.1% | +81.2% |
| All | +36.3% | +5.4% | +30.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling