+149.4%
HL vs LIN
+64.4%
+85.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.2% | +2.8% |
| 7D | +8.9% | +0.2% | +8.7% | +9.0% |
| 30D | -10.1% | +6.5% | -16.5% | -13.9% |
| 3M | -7.0% | +5.5% | -12.5% | -10.6% |
| 6M | -18.8% | +3.3% | -22.1% | -20.8% |
| YTD | -23.1% | +22.0% | -45.2% | -33.7% |
| 1Y | +8.9% | +25.7% | -16.9% | -8.0% |
| 3Y | +255.0% | +36.2% | +218.8% | +180.2% |
| All | +149.4% | +64.4% | +85.0% | +71.7% |
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