-4.9%
LYB vs HDB
-34.5%
+29.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.9% | -7.8% | -1.8% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +2.5% | +1.0% | +1.5% | +2.3% |
| 3M | +1.4% | -2.0% | +3.4% | +1.1% |
| 6M | -3.5% | -18.1% | +14.6% | -1.0% |
| YTD | +52.0% | -36.1% | +88.1% | +65.8% |
| 1Y | +22.1% | -34.0% | +56.1% | +31.8% |
| 3Y | -22.8% | -26.7% | +3.9% | -19.9% |
| All | -4.9% | -34.5% | +29.6% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling