+50.6%
LYB vs XHB
+5.8%
+44.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.4% | -10.2% | -3.4% |
| 7D | -6.2% | +9.7% | -16.0% | -4.0% |
| 30D | +6.3% | +11.7% | -5.3% | +9.1% |
| 3M | +4.1% | -1.4% | +5.4% | +4.0% |
| 6M | -15.5% | +6.8% | -22.3% | -14.4% |
| YTD | +50.2% | +5.5% | +44.8% | +51.8% |
| 1Y | +50.6% | +5.1% | +45.5% | +54.1% |
| All | +50.6% | +5.8% | +44.8% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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