+427.9%
LIN vs HCA
+678.2%
-250.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +0.2% | -1.3% | +1.6% | +0.6% |
| 30D | +6.2% | +8.7% | -2.5% | +3.5% |
| 3M | +9.3% | +21.0% | -11.6% | +3.3% |
| 6M | +4.4% | +17.0% | -12.6% | -0.9% |
| YTD | +23.7% | +7.8% | +15.9% | +19.4% |
| 1Y | +23.5% | +6.4% | +17.0% | +19.5% |
| 3Y | +35.8% | +120.0% | -84.2% | +3.0% |
| 5Y | +65.9% | +112.9% | -47.0% | +23.9% |
| All | +427.9% | +678.2% | -250.3% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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