+431.5%
LIN vs HAS
+97.5%
+333.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | +2.1% | +1.4% | +0.7% | +1.8% |
| 30D | +6.8% | +26.3% | -19.5% | +0.8% |
| 3M | +10.4% | +25.6% | -15.2% | +4.2% |
| 6M | +3.2% | +30.3% | -27.1% | -3.9% |
| YTD | +24.6% | +50.4% | -25.8% | +11.5% |
| 1Y | +24.4% | +57.7% | -33.3% | +9.9% |
| 3Y | +36.7% | +213.4% | -176.6% | -1.8% |
| 5Y | +67.0% | +49.1% | +17.9% | +45.8% |
| All | +431.5% | +97.5% | +333.9% | +323.3% |
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