+563.1%
HPE vs LYB
+48.3%
+514.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.9% | +13.4% | +12.9% |
| 7D | +19.4% | +0.3% | +19.1% | +19.3% |
| 30D | +5.6% | +2.5% | +3.1% | +4.1% |
| 3M | +33.1% | +1.4% | +31.7% | +30.6% |
| 6M | +192.5% | -3.5% | +195.9% | +186.6% |
| YTD | +160.9% | +52.0% | +108.9% | +101.1% |
| 1Y | +155.0% | +22.1% | +132.9% | +117.6% |
| 3Y | +289.4% | -22.8% | +312.2% | +311.1% |
| 5Y | +395.7% | -3.4% | +399.0% | +356.5% |
| All | +563.1% | +48.3% | +514.9% | +382.4% |
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