-3.7%
HD vs LIN
+26.9%
-30.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | +6.4% | +3.6% | +2.8% | +4.9% |
| 30D | +22.1% | +6.4% | +15.7% | +19.2% |
| 3M | -0.2% | +6.5% | -6.7% | -2.7% |
| 6M | +12.6% | +4.9% | +7.7% | +10.4% |
| YTD | +3.9% | +23.4% | -19.5% | -7.4% |
| 1Y | -3.7% | +26.3% | -30.1% | -13.7% |
| All | -3.7% | +26.9% | -30.6% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling