+369.0%
LIN vs HBM
+625.8%
-256.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | -4.0% | +5.5% | -9.5% | -4.7% |
| 30D | -4.9% | +3.3% | -8.2% | -5.6% |
| 3M | -9.2% | +12.7% | -21.8% | -11.4% |
| 6M | -2.6% | +28.2% | -30.8% | -7.8% |
| YTD | +10.5% | +45.3% | -34.8% | +1.8% |
| 1Y | -0.1% | +121.7% | -121.8% | -14.4% |
| 3Y | +25.4% | +523.5% | -498.2% | -12.8% |
| 5Y | +59.7% | +393.9% | -334.2% | +10.6% |
| 10Y | +369.0% | +647.9% | -278.9% | +163.1% |
| All | +369.0% | +625.8% | -256.9% | +163.1% |
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