+392.8%
HL vs LYB
-23.1%
+416.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | +9.3% | +2.5% | +6.8% | +8.8% |
| 3M | +32.0% | +1.4% | +30.6% | +31.4% |
| 6M | -6.4% | -3.5% | -3.0% | -8.1% |
| YTD | +3.1% | +52.0% | -48.8% | -14.0% |
| 1Y | +77.6% | +22.1% | +55.5% | +59.8% |
| 3Y | +392.8% | -22.8% | +415.6% | +556.2% |
| All | +392.8% | -23.1% | +416.0% | +556.2% |
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 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