+7,655.2%
HD vs LIN
+9,840.7%
-2,185.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -2.1% | -2.1% | +0.1% | -1.2% |
| 30D | -8.4% | -2.4% | -6.0% | -7.5% |
| 3M | +4.3% | -5.6% | +9.9% | +6.8% |
| 6M | -11.1% | -3.4% | -7.7% | -10.2% |
| YTD | -4.7% | +13.1% | -17.8% | -9.8% |
| 1Y | -19.8% | +2.5% | -22.3% | -21.0% |
| 3Y | +4.1% | +27.6% | -23.5% | -7.0% |
| 5Y | +10.3% | +63.0% | -52.7% | -11.9% |
| 10Y | +203.2% | +359.3% | -156.1% | +58.3% |
| All | +7,655.2% | +9,840.7% | -2,185.5% | +1,518.3% |
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