+642.3%
LYB vs HDB
+239.4%
+402.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | -3.1% | -4.9% | +1.8% | -1.2% |
| 30D | +4.0% | -5.8% | +9.9% | +6.4% |
| 3M | +2.4% | -5.2% | +7.6% | +3.4% |
| 6M | -1.4% | -25.7% | +24.3% | +8.0% |
| YTD | +53.9% | -39.6% | +93.5% | +83.5% |
| 1Y | +26.1% | -36.9% | +63.0% | +47.1% |
| 3Y | -21.0% | -29.7% | +8.7% | -14.5% |
| 5Y | -0.7% | -37.8% | +37.0% | +10.4% |
| 10Y | +49.3% | +33.7% | +15.5% | +10.4% |
| All | +642.3% | +239.4% | +402.9% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling