+46.3%
LYB vs HST
+110.3%
-64.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | +0.3% | +0.9% | -0.6% | -0.2% |
| 30D | +2.5% | -2.5% | +4.9% | +3.8% |
| 3M | +1.4% | -5.1% | +6.5% | +3.4% |
| 6M | -3.5% | +21.6% | -25.1% | -15.8% |
| YTD | +52.0% | +31.6% | +20.4% | +26.6% |
| 1Y | +22.1% | +36.1% | -14.1% | -0.7% |
| 3Y | -22.8% | +66.5% | -89.2% | -45.1% |
| 5Y | -3.4% | +76.6% | -79.9% | -37.5% |
| All | +46.3% | +110.3% | -64.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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