+550.6%
HON vs LYB
+624.6%
-74.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -3.5% | +0.3% | -3.7% | -3.6% |
| 30D | -13.8% | +2.5% | -16.2% | -14.7% |
| 3M | -11.7% | +1.4% | -13.1% | -12.9% |
| 6M | -18.7% | -3.5% | -15.2% | -20.4% |
| YTD | +0.2% | +52.0% | -51.7% | -18.1% |
| 1Y | -3.1% | +22.1% | -25.1% | -14.6% |
| 3Y | +17.0% | -22.8% | +39.7% | +20.0% |
| 5Y | +2.0% | -3.4% | +5.4% | -6.4% |
| 10Y | +135.4% | +47.4% | +88.0% | +68.0% |
| All | +550.6% | +624.6% | -74.0% | +103.8% |
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 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