+30.3%
HD vs LIN
+38.9%
-8.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +5.3% |
| 7D | +11.9% | +3.3% | +8.7% | +10.4% |
| 30D | +26.4% | +8.8% | +17.6% | +21.9% |
| 3M | +2.8% | +8.6% | -5.8% | -0.9% |
| 6M | +15.5% | +7.0% | +8.5% | +11.8% |
| YTD | +5.5% | +24.3% | -18.7% | -5.1% |
| 1Y | -4.6% | +27.3% | -31.8% | -15.2% |
| All | +30.3% | +38.9% | -8.6% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling