+1,210.6%
HD vs LYB
+633.9%
+576.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.8% | -3.1% | +1.3% | -1.1% |
| 30D | -10.8% | +4.0% | -14.9% | -11.9% |
| 3M | -2.7% | +2.4% | -5.1% | -3.9% |
| 6M | -10.3% | -1.4% | -8.8% | -12.3% |
| YTD | -7.8% | +53.9% | -61.8% | -21.2% |
| 1Y | -23.1% | +26.1% | -49.2% | -30.8% |
| 3Y | +2.0% | -21.0% | +23.0% | +3.3% |
| 5Y | +6.2% | -0.7% | +7.0% | -1.0% |
| 10Y | +210.2% | +49.3% | +160.9% | +135.7% |
| All | +1,210.6% | +633.9% | +576.7% | +467.2% |
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