+260.9%
HD vs LIN
+430.4%
-169.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.2% |
| 7D | +6.4% | +3.6% | +2.8% | +4.4% |
| 30D | +22.1% | +6.4% | +15.7% | +18.1% |
| 3M | -0.2% | +6.5% | -6.7% | -3.5% |
| 6M | +12.6% | +4.9% | +7.7% | +9.4% |
| YTD | +3.9% | +23.4% | -19.5% | -8.1% |
| 1Y | -3.7% | +26.3% | -30.1% | -16.0% |
| 3Y | +27.9% | +38.0% | -10.1% | +5.0% |
| 5Y | +7.8% | +68.0% | -60.2% | -22.3% |
| All | +260.9% | +430.4% | -169.5% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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