+289.4%
HPE vs LYB
-23.1%
+312.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.9% | +13.4% | +12.7% |
| 7D | +19.4% | +0.3% | +19.1% | +19.3% |
| 30D | +5.6% | +2.5% | +3.1% | +4.6% |
| 3M | +33.1% | +1.4% | +31.7% | +31.7% |
| 6M | +192.5% | -3.5% | +195.9% | +187.3% |
| YTD | +160.9% | +52.0% | +108.9% | +109.3% |
| 1Y | +155.0% | +22.1% | +132.9% | +125.1% |
| 3Y | +289.4% | -22.8% | +312.2% | +304.4% |
| All | +289.4% | -23.1% | +312.5% | +304.4% |
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 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