+575.2%
HLT vs LYB
+48.3%
+527.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -5.0% | +2.5% | -7.5% | -6.0% |
| 3M | -10.4% | +1.4% | -11.8% | -11.5% |
| 6M | +3.2% | -3.5% | +6.7% | +1.1% |
| YTD | +6.7% | +52.0% | -45.2% | -13.3% |
| 1Y | +10.3% | +22.1% | -11.8% | -3.1% |
| 3Y | +99.3% | -22.8% | +122.1% | +105.5% |
| 5Y | +143.7% | -3.4% | +147.0% | +125.7% |
| All | +575.2% | +48.3% | +527.0% | +442.8% |
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 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