+417.5%
LIN vs HST
+142.8%
+274.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.2% | -2.7% | +2.9% | +0.9% |
| 30D | +6.5% | +10.7% | -4.2% | +3.3% |
| 3M | +5.5% | +6.3% | -0.8% | +3.4% |
| 6M | +3.3% | +19.0% | -15.6% | -2.2% |
| YTD | +22.0% | +47.0% | -25.0% | +8.2% |
| 1Y | +25.7% | +53.4% | -27.7% | +10.1% |
| 3Y | +36.2% | +78.0% | -41.8% | +12.2% |
| 5Y | +66.1% | +71.7% | -5.6% | +35.2% |
| All | +417.5% | +142.8% | +274.7% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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