+30.0%
LIN vs HST
+68.9%
-38.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -2.4% | -12.3% | +9.8% | +0.5% |
| 3M | -5.6% | -6.4% | +0.8% | -4.4% |
| 6M | -3.4% | +15.0% | -18.4% | -7.2% |
| YTD | +13.1% | +30.5% | -17.4% | +4.8% |
| 1Y | +2.5% | +35.7% | -33.2% | -6.2% |
| All | +30.0% | +68.9% | -38.9% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling