+369.0%
LIN vs HLT
+572.6%
-203.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -4.0% | -1.5% | -2.5% | -3.4% |
| 30D | -4.9% | -1.2% | -3.7% | -4.6% |
| 3M | -9.2% | -10.3% | +1.2% | -5.7% |
| 6M | -2.6% | +1.3% | -3.8% | -3.7% |
| YTD | +10.5% | +7.0% | +3.5% | +6.7% |
| 1Y | -0.1% | +11.9% | -12.0% | -5.4% |
| 3Y | +25.4% | +100.7% | -75.3% | -6.1% |
| 5Y | +59.7% | +147.5% | -87.9% | +8.2% |
| 10Y | +369.0% | +586.5% | -217.6% | +128.5% |
| All | +369.0% | +572.6% | -203.7% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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