+890.5%
LIN vs HBM
+613.3%
+277.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | -6.4% | +4.2% | -1.2% |
| 30D | -2.4% | +5.9% | -8.3% | -3.4% |
| 3M | -5.6% | -8.9% | +3.3% | -5.2% |
| 6M | -3.4% | +10.7% | -14.1% | -6.7% |
| YTD | +13.1% | +38.3% | -25.2% | +4.8% |
| 1Y | +2.5% | +121.3% | -118.9% | -12.4% |
| 3Y | +27.6% | +450.6% | -423.0% | -9.3% |
| 5Y | +63.0% | +338.0% | -275.0% | +15.2% |
| 10Y | +359.3% | +578.6% | -219.3% | +162.0% |
| All | +890.5% | +613.3% | +277.2% | +364.1% |
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 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