+448.2%
HUT vs LYB
-3.6%
+451.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.8% | +9.3% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +8.6% | +2.5% | +6.2% | +7.0% |
| 3M | -15.2% | +1.4% | -16.6% | -16.7% |
| 6M | +92.9% | -3.5% | +96.4% | +83.2% |
| YTD | +114.6% | +52.0% | +62.6% | +56.1% |
| 1Y | +208.5% | +22.1% | +186.5% | +153.4% |
| 3Y | +821.5% | -22.8% | +844.3% | +860.6% |
| 5Y | +101.8% | -3.4% | +105.2% | +89.2% |
| All | +448.2% | -3.6% | +451.9% | +313.1% |
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 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