+57.9%
HL vs LIN
+10,749.5%
-10,691.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.1% |
| 7D | 0.0% | +3.6% | -3.6% | -1.4% |
| 30D | -15.5% | +6.4% | -21.9% | -17.7% |
| 3M | -12.6% | +6.5% | -19.1% | -15.0% |
| 6M | -15.2% | +4.9% | -20.1% | -17.0% |
| YTD | -24.7% | +23.4% | -48.1% | -31.2% |
| 1Y | +19.4% | +26.3% | -6.9% | +8.2% |
| 3Y | +236.8% | +38.0% | +198.8% | +194.0% |
| 5Y | +146.5% | +68.0% | +78.5% | +99.0% |
| 10Y | +133.7% | +437.1% | -303.4% | +23.3% |
| All | +57.9% | +10,749.5% | -10,691.6% | -20.6% |
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