+152.3%
HUM vs LYB
+48.3%
+104.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +5.4% | +2.5% | +2.9% | +4.7% |
| 3M | +11.4% | +1.4% | +10.0% | +10.6% |
| 6M | +141.5% | -3.5% | +145.0% | +139.5% |
| YTD | +61.2% | +52.0% | +9.2% | +42.2% |
| 1Y | +49.2% | +22.1% | +27.1% | +38.3% |
| 3Y | -9.0% | -22.8% | +13.7% | -7.3% |
| 5Y | +7.2% | -3.4% | +10.5% | -0.2% |
| All | +152.3% | +48.3% | +104.0% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling