+643.2%
LYB vs HST
+142.1%
+501.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -0.9% | +2.0% | -2.9% | -2.0% |
| 30D | +9.5% | -5.2% | +14.7% | +12.7% |
| 3M | +1.3% | -6.2% | +7.5% | +4.1% |
| 6M | -1.7% | +20.4% | -22.2% | -14.2% |
| YTD | +54.1% | +30.6% | +23.5% | +28.1% |
| 1Y | +25.7% | +37.4% | -11.7% | +0.9% |
| 3Y | -20.9% | +66.1% | -87.1% | -44.4% |
| 5Y | -1.5% | +73.7% | -75.2% | -36.5% |
| 10Y | +45.0% | +99.8% | -54.8% | -21.0% |
| All | +643.2% | +142.1% | +501.1% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling