+36.2%
LIN vs HBM
+348.5%
-312.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.2% |
| 7D | +0.2% | -3.6% | +3.8% | +0.4% |
| 30D | +6.5% | -19.2% | +25.6% | +7.6% |
| 3M | +5.5% | -20.5% | +26.0% | +6.5% |
| 6M | +3.3% | -12.8% | +16.2% | +3.3% |
| YTD | +22.0% | +5.4% | +16.6% | +19.5% |
| 1Y | +25.7% | +33.0% | -7.2% | +20.6% |
| 3Y | +36.2% | +357.3% | -321.1% | +18.7% |
| All | +36.2% | +348.5% | -312.3% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling