+25.0%
HL vs LYB
+47.4%
-22.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -4.7% | +17.9% | +12.8% |
| 7D | +0.2% | -6.2% | +6.4% | -0.2% |
| 30D | -12.1% | +6.3% | -18.4% | -12.1% |
| 3M | -2.8% | +4.1% | -6.9% | -2.6% |
| 6M | -14.9% | -15.5% | +0.5% | -14.8% |
| YTD | -22.0% | +50.2% | -72.3% | -31.2% |
| 1Y | +25.0% | +50.6% | -25.6% | +11.9% |
| All | +25.0% | +47.4% | -22.4% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling