+821.5%
HUT vs LYB
-23.1%
+844.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.8% | +9.1% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +8.6% | +2.5% | +6.2% | +7.5% |
| 3M | -15.2% | +1.4% | -16.6% | -16.1% |
| 6M | +92.9% | -3.5% | +96.4% | +80.3% |
| YTD | +114.6% | +52.0% | +62.6% | +46.9% |
| 1Y | +208.5% | +22.1% | +186.5% | +143.9% |
| 3Y | +821.5% | -22.8% | +844.3% | +859.6% |
| All | +821.5% | -23.1% | +844.6% | +859.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling