+206.4%
HD vs LYB
+48.3%
+158.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | -9.4% | +2.5% | -11.9% | -10.2% |
| 3M | -4.6% | +1.4% | -6.0% | -5.6% |
| 6M | -10.1% | -3.5% | -6.6% | -11.8% |
| YTD | -8.3% | +52.0% | -60.3% | -22.5% |
| 1Y | -25.0% | +22.1% | -47.1% | -32.5% |
| 3Y | +1.5% | -22.8% | +24.3% | +3.9% |
| 5Y | +5.6% | -3.4% | +8.9% | -1.6% |
| All | +206.4% | +48.3% | +158.2% | +119.1% |
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