+138.3%
HPQ vs LYB
+624.6%
-486.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.9% | +9.4% | +8.8% |
| 7D | +9.8% | +0.3% | +9.5% | +9.5% |
| 30D | +22.4% | +2.5% | +19.9% | +20.7% |
| 3M | +45.2% | +1.4% | +43.8% | +42.9% |
| 6M | +96.4% | -3.5% | +99.9% | +93.8% |
| YTD | +65.4% | +52.0% | +13.4% | +32.3% |
| 1Y | +31.6% | +22.1% | +9.5% | +15.1% |
| 3Y | +37.0% | -22.8% | +59.8% | +44.0% |
| 5Y | +53.0% | -3.4% | +56.4% | +44.1% |
| 10Y | +257.2% | +47.4% | +209.9% | +161.8% |
| All | +138.3% | +624.6% | -486.3% | -9.5% |
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