+981.1%
LIN vs HBM
+435.3%
+545.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.4% |
| 7D | +3.6% | -11.9% | +15.5% | +5.4% |
| 30D | +6.4% | -23.6% | +30.0% | +10.4% |
| 3M | +6.5% | -20.5% | +27.0% | +9.5% |
| 6M | +4.9% | -7.9% | +12.7% | +4.1% |
| YTD | +23.4% | +3.8% | +19.7% | +18.8% |
| 1Y | +26.3% | +31.7% | -5.4% | +16.9% |
| 3Y | +38.0% | +342.4% | -304.4% | +1.0% |
| 5Y | +68.0% | +205.5% | -137.5% | +25.1% |
| 10Y | +437.1% | +379.4% | +57.7% | +222.2% |
| All | +981.1% | +435.3% | +545.8% | +426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling