+361.3%
LIN vs HST
+92.5%
+268.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -2.4% | -12.3% | +9.8% | +1.1% |
| 3M | -5.6% | -6.4% | +0.8% | -4.1% |
| 6M | -3.4% | +15.0% | -18.4% | -7.7% |
| YTD | +13.1% | +30.5% | -17.4% | +3.9% |
| 1Y | +2.5% | +35.7% | -33.2% | -7.1% |
| 3Y | +27.6% | +68.4% | -40.8% | +6.7% |
| 5Y | +63.0% | +73.1% | -10.1% | +32.5% |
| All | +361.3% | +92.5% | +268.8% | +244.9% |
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