+132.3%
HON vs LOW
+233.5%
-101.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.5% | -3.7% | +0.3% | -2.0% |
| 30D | -13.8% | -8.9% | -4.9% | -10.5% |
| 3M | -11.7% | -10.4% | -1.3% | -8.0% |
| 6M | -18.7% | -19.4% | +0.7% | -11.8% |
| YTD | +0.2% | -17.1% | +17.4% | +7.2% |
| 1Y | -3.1% | -26.3% | +23.2% | +8.5% |
| 3Y | +17.0% | -9.9% | +26.9% | +18.6% |
| 5Y | +2.0% | +6.1% | -4.1% | -5.5% |
| All | +132.3% | +233.5% | -101.2% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling