+46.3%
LYB vs XHB
+215.4%
-169.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -2.0% |
| 7D | +0.3% | -4.6% | +4.9% | +3.3% |
| 30D | +2.5% | -9.1% | +11.6% | +8.7% |
| 3M | +1.4% | -8.6% | +9.9% | +5.4% |
| 6M | -3.5% | -4.0% | +0.5% | -6.1% |
| YTD | +52.0% | -3.9% | +55.9% | +47.6% |
| 1Y | +22.1% | -16.5% | +38.5% | +31.5% |
| 3Y | -22.8% | +22.6% | -45.3% | -40.1% |
| 5Y | -3.4% | +33.9% | -37.3% | -33.2% |
| All | +46.3% | +215.4% | -169.1% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling