+648.6%
HUBS vs LYB
+16.6%
+632.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | +7.2% | +2.5% | +4.8% | +6.1% |
| 3M | +20.9% | +1.4% | +19.5% | +19.2% |
| 6M | -13.0% | -3.5% | -9.5% | -14.2% |
| YTD | -43.8% | +52.0% | -95.8% | -53.8% |
| 1Y | -54.6% | +22.1% | -76.7% | -59.6% |
| 3Y | -58.5% | -22.8% | -35.7% | -57.1% |
| 5Y | -66.4% | -3.4% | -63.0% | -68.6% |
| 10Y | +319.2% | +47.4% | +271.9% | +192.0% |
| All | +648.6% | +16.6% | +632.0% | +435.9% |
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 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