+358.4%
LIN vs HCA
+456.4%
-98.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -3.5% | -2.8% | -0.7% | -2.7% |
| 30D | -4.1% | -2.7% | -1.4% | -3.4% |
| 3M | -6.4% | +11.5% | -17.9% | -9.6% |
| 6M | -2.4% | -24.3% | +21.9% | +4.7% |
| YTD | +10.9% | -13.6% | +24.5% | +14.2% |
| 1Y | 0.0% | -3.2% | +3.2% | -0.7% |
| 3Y | +25.8% | +50.4% | -24.6% | +7.3% |
| 5Y | +60.8% | +64.8% | -3.9% | +30.0% |
| 10Y | +358.4% | +456.5% | -98.2% | +163.6% |
| All | +358.4% | +456.4% | -98.0% | +163.6% |
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