+61.9%
LIN vs HCA
+68.3%
-6.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | -3.1% | +1.0% | -1.4% |
| 30D | -2.4% | -1.1% | -1.3% | -2.2% |
| 3M | -5.6% | +12.2% | -17.7% | -8.4% |
| 6M | -3.4% | -25.3% | +22.0% | +2.9% |
| YTD | +13.1% | -12.9% | +26.1% | +15.7% |
| 1Y | +2.5% | -0.9% | +3.4% | +1.1% |
| 3Y | +27.6% | +47.6% | -20.0% | +10.8% |
| All | +61.9% | +68.3% | -6.4% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling