+4.9%
LIN vs HST
+22.9%
-18.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | -0.6% |
| 7D | +3.6% | -4.2% | +7.8% | +3.7% |
| 30D | +6.4% | +9.6% | -3.2% | +6.2% |
| 3M | +6.5% | -1.1% | +7.6% | +6.8% |
| 6M | +4.9% | +21.1% | -16.2% | +6.1% |
| All | +4.9% | +22.9% | -18.0% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling