+24.4%
LYB vs THC
+40.9%
-16.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -0.2% | -0.7% | +0.4% | -0.3% |
| 30D | +8.7% | +1.3% | +7.5% | +9.0% |
| 3M | -3.0% | +64.2% | -67.3% | +0.7% |
| 6M | +4.7% | +8.3% | -3.5% | +10.8% |
| YTD | +51.6% | +33.4% | +18.2% | +53.8% |
| 1Y | +24.4% | +37.7% | -13.3% | +23.2% |
| All | +24.4% | +40.9% | -16.5% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling