+15.5%
HD vs LIN
+4.9%
+10.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +5.2% |
| 7D | +11.9% | +3.3% | +8.7% | +10.3% |
| 30D | +26.4% | +8.8% | +17.6% | +22.0% |
| 3M | +2.8% | +8.6% | -5.8% | -0.8% |
| 6M | +15.5% | +7.0% | +8.5% | +14.5% |
| All | +15.5% | +4.9% | +10.6% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling