+0.5%
HD vs LYB
-22.4%
+23.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | -13.1% | +1.5% | -14.7% | -13.3% |
| 3M | -3.4% | -0.3% | -3.2% | -3.4% |
| 6M | -12.6% | +0.1% | -12.6% | -14.8% |
| YTD | -9.2% | +53.4% | -62.7% | -21.8% |
| 1Y | -23.9% | +25.6% | -49.6% | -30.9% |
| All | +0.5% | -22.4% | +23.0% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling