+4.4%
HWM vs LYB
+47.4%
-43.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.5% | -5.2% |
| 7D | +9.4% | -6.2% | +15.6% | +8.1% |
| 30D | -7.0% | +6.3% | -13.3% | -5.9% |
| 3M | -25.9% | +4.1% | -30.0% | -25.2% |
| 6M | -10.8% | -15.5% | +4.6% | -12.8% |
| YTD | +4.3% | +50.2% | -45.9% | -0.5% |
| 1Y | +4.4% | +50.6% | -46.2% | -1.0% |
| All | +4.4% | +47.4% | -43.0% | -1.0% |
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