+61.9%
LIN vs HLT
+157.6%
-95.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | -2.1% | -3.3% | +1.2% | -1.0% |
| 30D | -2.4% | -4.1% | +1.7% | -1.1% |
| 3M | -5.6% | -7.9% | +2.4% | -3.0% |
| 6M | -3.4% | +2.2% | -5.5% | -4.9% |
| YTD | +13.1% | +8.5% | +4.6% | +8.5% |
| 1Y | +2.5% | +12.1% | -9.7% | -3.2% |
| 3Y | +27.6% | +107.6% | -80.0% | -7.3% |
| All | +61.9% | +157.6% | -95.7% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling