+369.0%
LIN vs HUM
+148.3%
+220.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -4.9% | +3.7% | -8.6% | -5.7% |
| 3M | -9.2% | +10.4% | -19.6% | -11.2% |
| 6M | -2.6% | +125.7% | -128.3% | -17.8% |
| YTD | +10.5% | +57.3% | -46.8% | -0.5% |
| 1Y | -0.1% | +48.6% | -48.7% | -9.5% |
| 3Y | +25.4% | -11.3% | +36.7% | +25.0% |
| 5Y | +59.7% | +0.8% | +58.9% | +48.4% |
| 10Y | +369.0% | +146.7% | +222.3% | +245.4% |
| All | +369.0% | +148.3% | +220.7% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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