+37.0%
HPQ vs LYB
-23.1%
+60.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.9% | +9.4% | +8.7% |
| 7D | +9.8% | +0.3% | +9.5% | +9.6% |
| 30D | +22.4% | +2.5% | +19.9% | +21.0% |
| 3M | +45.2% | +1.4% | +43.8% | +43.5% |
| 6M | +96.4% | -3.5% | +99.9% | +93.3% |
| YTD | +65.4% | +52.0% | +13.4% | +31.9% |
| 1Y | +31.6% | +22.1% | +9.5% | +15.9% |
| 3Y | +37.0% | -22.8% | +59.8% | +39.9% |
| All | +37.0% | -23.1% | +60.2% | +39.9% |
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