+164.2%
HPE vs LYB
-0.1%
+164.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +1.5% | +1.5% | 0.0% | +1.6% |
| 3M | +21.7% | -0.3% | +22.0% | +22.9% |
| 6M | +164.2% | +0.1% | +164.1% | +166.4% |
| All | +164.2% | -0.1% | +164.3% | +166.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling