+57.5%
HUM vs LYB
+47.1%
+10.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.4% |
| 7D | -1.2% | -5.7% | +4.5% | -1.4% |
| 30D | +2.1% | +4.6% | -2.5% | +2.2% |
| 3M | +13.4% | +5.5% | +7.9% | +13.5% |
| 6M | +72.7% | -19.1% | +91.8% | +73.3% |
| YTD | +62.3% | +47.1% | +15.2% | +43.5% |
| 1Y | +57.5% | +49.0% | +8.5% | +38.1% |
| All | +57.5% | +47.1% | +10.4% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling