+423.5%
LIN vs HST
+142.9%
+280.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | +0.9% |
| 7D | +3.6% | -4.2% | +7.8% | +4.8% |
| 30D | +6.4% | +9.6% | -3.2% | +3.5% |
| 3M | +6.5% | -1.1% | +7.6% | +6.5% |
| 6M | +4.9% | +21.1% | -16.2% | -1.3% |
| YTD | +23.4% | +47.1% | -23.6% | +9.5% |
| 1Y | +26.3% | +64.0% | -37.7% | +8.3% |
| 3Y | +38.0% | +77.1% | -39.1% | +13.9% |
| 5Y | +68.0% | +71.8% | -3.8% | +36.8% |
| All | +423.5% | +142.9% | +280.6% | +286.3% |
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