+433.3%
HUT vs LYB
-2.4%
+435.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +18.9% | -3.1% | +22.0% | +20.5% |
| 30D | +12.0% | +4.0% | +7.9% | +9.5% |
| 3M | -14.9% | +2.4% | -17.3% | -16.9% |
| 6M | +96.8% | -1.4% | +98.2% | +85.0% |
| YTD | +108.8% | +53.9% | +54.9% | +51.0% |
| 1Y | +227.4% | +26.1% | +201.3% | +164.4% |
| 3Y | +760.3% | -21.0% | +781.3% | +786.7% |
| 5Y | +86.1% | -0.7% | +86.8% | +72.2% |
| All | +433.3% | -2.4% | +435.7% | +299.5% |
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