+361.3%
LIN vs HAS
+56.4%
+304.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.1% | -1.8% | -0.3% | -1.7% |
| 30D | -2.4% | +2.3% | -4.7% | -3.0% |
| 3M | -5.6% | +10.4% | -15.9% | -8.1% |
| 6M | -3.4% | -3.2% | -0.2% | -3.3% |
| YTD | +13.1% | +15.4% | -2.3% | +8.1% |
| 1Y | +2.5% | +18.8% | -16.3% | -3.0% |
| 3Y | +27.6% | +43.9% | -16.3% | +12.6% |
| 5Y | +63.0% | +13.9% | +49.1% | +52.0% |
| All | +361.3% | +56.4% | +304.9% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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