+46.3%
LYB vs HRB
+209.1%
-162.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.1% |
| 7D | +0.3% | -8.0% | +8.3% | +2.6% |
| 30D | +2.5% | -16.0% | +18.4% | +7.5% |
| 3M | +1.4% | +26.9% | -25.5% | -7.1% |
| 6M | -3.5% | +51.1% | -54.6% | -17.8% |
| YTD | +52.0% | +7.1% | +44.9% | +44.3% |
| 1Y | +22.1% | -9.6% | +31.7% | +22.6% |
| 3Y | -22.8% | +25.4% | -48.2% | -33.6% |
| 5Y | -3.4% | +114.9% | -118.3% | -35.7% |
| All | +46.3% | +209.1% | -162.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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