+639.9%
LYB vs HBM
+119.8%
+520.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | +1.7% |
| 7D | -0.7% | -3.7% | +3.0% | +0.2% |
| 30D | +1.5% | -3.7% | +5.2% | +2.0% |
| 3M | -0.3% | +8.0% | -8.3% | -4.1% |
| 6M | +0.1% | +15.8% | -15.7% | -8.4% |
| YTD | +53.4% | +34.4% | +19.1% | +32.9% |
| 1Y | +25.6% | +98.2% | -72.5% | -3.8% |
| 3Y | -21.3% | +476.6% | -497.9% | -58.2% |
| 5Y | -2.4% | +331.1% | -333.5% | -47.2% |
| 10Y | +48.8% | +591.6% | -542.8% | -43.1% |
| All | +639.9% | +119.8% | +520.1% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling