-4.9%
LYB vs HBM
+327.6%
-332.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | +0.3% | -3.3% | +3.6% | +0.9% |
| 30D | +2.5% | -4.8% | +7.3% | +3.1% |
| 3M | +1.4% | -0.4% | +1.8% | +0.3% |
| 6M | -3.5% | +17.9% | -21.4% | -10.4% |
| YTD | +52.0% | +33.7% | +18.3% | +34.6% |
| 1Y | +22.1% | +95.6% | -73.5% | -3.8% |
| 3Y | -22.8% | +458.1% | -480.9% | -57.5% |
| All | -4.9% | +327.6% | -332.6% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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