+640.6%
HWM vs LYB
-1.9%
+642.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -12.5% | -0.7% | -11.8% | -12.4% |
| 30D | -19.0% | +1.5% | -20.5% | -19.5% |
| 3M | -8.6% | -0.3% | -8.3% | -9.0% |
| 6M | -10.2% | +0.1% | -10.2% | -13.4% |
| YTD | +11.3% | +53.4% | -42.1% | -9.1% |
| 1Y | +24.3% | +25.6% | -1.4% | +8.7% |
| 3Y | +382.3% | -21.3% | +403.5% | +413.6% |
| 5Y | +640.6% | -2.4% | +643.1% | +559.8% |
| All | +640.6% | -1.9% | +642.5% | +559.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling