+6.5%
LYB vs USHY
+49.7%
-43.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -0.7% | +1.0% | +1.7% |
| 30D | +2.5% | -0.7% | +3.1% | +3.9% |
| 3M | +1.4% | +0.1% | +1.3% | +1.0% |
| 6M | -3.5% | +1.8% | -5.3% | -8.1% |
| YTD | +52.0% | +1.8% | +50.2% | +44.7% |
| 1Y | +22.1% | +3.3% | +18.8% | +12.7% |
| 3Y | -22.8% | +27.0% | -49.7% | -53.3% |
| 5Y | -3.4% | +21.0% | -24.4% | -33.5% |
| All | +6.5% | +49.7% | -43.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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