+1,573.3%
HWM vs LYB
+42.3%
+1,531.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.7% | -12.4% | -11.5% |
| 7D | -9.2% | -0.9% | -8.3% | -9.0% |
| 30D | -17.9% | +9.5% | -27.4% | -21.8% |
| 3M | -6.0% | +1.3% | -7.3% | -7.9% |
| 6M | -7.4% | -1.7% | -5.6% | -11.6% |
| YTD | +13.1% | +54.1% | -41.0% | -16.9% |
| 1Y | +29.3% | +25.7% | +3.6% | +4.7% |
| 3Y | +389.9% | -20.9% | +410.9% | +396.0% |
| 5Y | +655.5% | -1.5% | +657.1% | +548.0% |
| All | +1,573.3% | +42.3% | +1,531.0% | +1,006.0% |
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 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