+8,485.9%
HD vs LIN
+10,822.5%
-2,336.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +5.4% |
| 7D | +11.9% | +3.3% | +8.7% | +10.5% |
| 30D | +26.4% | +8.8% | +17.6% | +22.1% |
| 3M | +2.8% | +8.6% | -5.8% | -0.6% |
| 6M | +15.5% | +7.0% | +8.5% | +12.1% |
| YTD | +5.5% | +24.3% | -18.7% | -4.0% |
| 1Y | -4.6% | +27.3% | -31.8% | -14.1% |
| 3Y | +29.9% | +38.9% | -9.1% | +12.1% |
| 5Y | +8.4% | +69.4% | -61.0% | -14.8% |
| 10Y | +275.2% | +440.7% | -165.6% | +83.4% |
| All | +8,485.9% | +10,822.5% | -2,336.6% | +1,623.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling