+417.3%
LIN vs HAL
-18.5%
+435.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.1% | -7.9% | +8.0% | +1.7% |
| 30D | +7.6% | -2.1% | +9.6% | +7.9% |
| 3M | +6.5% | +0.4% | +6.1% | +6.1% |
| 6M | +6.2% | -19.2% | +25.4% | +10.0% |
| YTD | +23.2% | +14.4% | +8.9% | +18.5% |
| 1Y | +25.4% | +18.0% | +7.4% | +19.7% |
| 3Y | +38.3% | -9.7% | +48.0% | +36.1% |
| 5Y | +64.4% | +40.1% | +24.3% | +41.2% |
| 10Y | +417.3% | -19.1% | +436.4% | +333.1% |
| All | +417.3% | -18.5% | +435.8% | +333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling