-11.6%
HL vs LIN
+24.8%
-36.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.3% |
| 7D | -11.1% | +2.1% | -13.2% | -12.1% |
| 30D | -12.1% | +6.8% | -18.9% | -15.1% |
| 3M | -26.1% | +10.4% | -36.5% | -30.1% |
| 6M | -37.7% | +3.2% | -40.9% | -38.4% |
| YTD | -31.7% | +24.6% | -56.3% | -45.4% |
| 1Y | -11.6% | +24.4% | -36.0% | -28.9% |
| All | -11.6% | +24.8% | -36.5% | -28.9% |
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