+417.5%
LIN vs HAS
+101.4%
+316.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | +6.5% | +31.0% | -24.6% | -0.4% |
| 3M | +5.5% | +30.7% | -25.2% | -1.3% |
| 6M | +3.3% | +23.9% | -20.6% | -2.5% |
| YTD | +22.0% | +48.3% | -26.3% | +9.6% |
| 1Y | +25.7% | +60.2% | -34.5% | +10.6% |
| 3Y | +36.2% | +189.2% | -153.0% | 0.0% |
| 5Y | +66.1% | +50.4% | +15.6% | +44.5% |
| All | +417.5% | +101.4% | +316.1% | +303.4% |
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