+1,581.2%
HWM vs LYB
+42.1%
+1,539.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -8.0% | -3.1% | -4.9% | -6.8% |
| 30D | -18.0% | +4.0% | -22.0% | -19.9% |
| 3M | -9.5% | +2.4% | -11.9% | -11.8% |
| 6M | -8.4% | -1.4% | -6.9% | -12.7% |
| YTD | +13.6% | +53.9% | -40.3% | -16.4% |
| 1Y | +30.2% | +26.1% | +4.2% | +5.3% |
| 3Y | +392.2% | -21.0% | +413.3% | +398.7% |
| 5Y | +645.2% | -0.7% | +645.9% | +535.8% |
| All | +1,581.2% | +42.1% | +1,539.1% | +1,011.8% |
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 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