+410.6%
LIN vs HUM
+143.4%
+267.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | +0.1% | +3.1% | -3.0% | -0.5% |
| 30D | +7.6% | -1.8% | +9.4% | +7.8% |
| 3M | +6.5% | +10.2% | -3.6% | +4.2% |
| 6M | +6.2% | +54.6% | -48.4% | -3.2% |
| YTD | +23.2% | +66.8% | -43.6% | +9.4% |
| 1Y | +25.4% | +70.1% | -44.7% | +10.6% |
| 3Y | +38.3% | -11.3% | +49.6% | +39.1% |
| 5Y | +64.4% | -1.2% | +65.6% | +55.1% |
| All | +410.6% | +143.4% | +267.2% | +300.5% |
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