+1.9%
HON vs LOW
+5.8%
-3.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -2.6% | -2.6% | 0.0% | -1.7% |
| 30D | -11.9% | -11.1% | -0.7% | -8.0% |
| 3M | -6.1% | -8.5% | +2.4% | -3.2% |
| 6M | -19.2% | -20.8% | +1.7% | -12.3% |
| YTD | +0.2% | -17.2% | +17.4% | +6.6% |
| 1Y | -1.5% | -24.7% | +23.2% | +8.5% |
| 3Y | +17.9% | -9.7% | +27.7% | +19.2% |
| 5Y | +1.9% | +6.0% | -4.1% | -5.0% |
| All | +1.9% | +5.8% | -3.8% | -5.0% |
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