+244.2%
HL vs LIN
+61.6%
+182.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | +1.5% | -2.1% | +3.6% | +3.0% |
| 30D | +25.1% | -2.4% | +27.5% | +27.0% |
| 3M | +22.9% | -5.6% | +28.5% | +27.5% |
| 6M | -4.9% | -3.4% | -1.5% | -3.4% |
| YTD | +7.8% | +13.1% | -5.3% | -2.0% |
| 1Y | +133.9% | +2.5% | +131.4% | +127.1% |
| 3Y | +380.9% | +27.6% | +353.3% | +296.9% |
| All | +244.2% | +61.6% | +182.6% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling