+46.3%
LYB vs HDB
+42.1%
+4.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.9% | -7.8% | -3.4% |
| 7D | +0.3% | +0.7% | -0.4% | -0.1% |
| 30D | +2.5% | +1.0% | +1.5% | +1.9% |
| 3M | +1.4% | -2.0% | +3.4% | +0.9% |
| 6M | -3.5% | -18.1% | +14.6% | +1.4% |
| YTD | +52.0% | -36.1% | +88.1% | +76.2% |
| 1Y | +22.1% | -34.0% | +56.1% | +39.2% |
| 3Y | -22.8% | -26.7% | +3.9% | -18.1% |
| 5Y | -3.4% | -33.9% | +30.5% | +4.8% |
| All | +46.3% | +42.1% | +4.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling