+2.6%
HAL vs LYB
+48.3%
-45.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.1% |
| 7D | -3.3% | +0.3% | -3.6% | -3.5% |
| 30D | +8.2% | +2.5% | +5.7% | +6.1% |
| 3M | -9.4% | +1.4% | -10.8% | -10.9% |
| 6M | +0.6% | -3.5% | +4.1% | -0.6% |
| YTD | +28.6% | +52.0% | -23.4% | -13.6% |
| 1Y | +63.9% | +22.1% | +41.8% | +28.7% |
| 3Y | -7.1% | -22.8% | +15.6% | +3.5% |
| 5Y | +102.3% | -3.4% | +105.7% | +85.0% |
| All | +2.6% | +48.3% | -45.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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