+254.2%
HD vs LIN
+424.3%
-170.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +20.2% | +6.5% | +13.7% | +16.2% |
| 3M | -1.0% | +5.5% | -6.5% | -3.8% |
| 6M | +7.9% | +3.3% | +4.6% | +5.7% |
| YTD | +2.0% | +22.0% | -20.0% | -9.2% |
| 1Y | -4.3% | +25.7% | -30.0% | -16.3% |
| 3Y | +25.9% | +36.2% | -10.3% | +4.2% |
| 5Y | +5.8% | +66.1% | -60.2% | -23.3% |
| All | +254.2% | +424.3% | -170.1% | +46.9% |
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