+427.2%
LIN vs HBM
+274.8%
+152.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.4% |
| 30D | +8.0% | -14.8% | +22.9% | +10.2% |
| 3M | +7.7% | -20.7% | +28.4% | +10.6% |
| 6M | +5.1% | -13.9% | +19.0% | +5.4% |
| YTD | +24.7% | +10.6% | +14.1% | +18.9% |
| 1Y | +25.1% | +32.4% | -7.3% | +15.7% |
| 3Y | +36.8% | +432.0% | -395.2% | -3.3% |
| 5Y | +67.9% | +205.5% | -137.6% | +24.6% |
| 10Y | +427.2% | +291.1% | +136.1% | +228.3% |
| All | +427.2% | +274.8% | +152.4% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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