+46.8%
HAL vs LYB
+633.9%
-587.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -1.3% | -3.1% | +1.8% | +0.8% |
| 30D | +10.9% | +4.0% | +6.9% | +7.9% |
| 3M | -5.8% | +2.4% | -8.3% | -7.8% |
| 6M | +8.1% | -1.4% | +9.6% | +5.6% |
| YTD | +33.2% | +53.9% | -20.7% | -6.7% |
| 1Y | +74.2% | +26.1% | +48.1% | +37.9% |
| 3Y | -3.7% | -21.0% | +17.3% | +4.5% |
| 5Y | +111.9% | -0.7% | +112.6% | +95.7% |
| 10Y | +7.4% | +49.3% | -41.9% | -22.5% |
| All | +46.8% | +633.9% | -587.2% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling