-18.6%
HAL vs CASY
+553.2%
-571.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -12.0% | +1.1% | -13.1% | -12.3% |
| 30D | +0.3% | +8.7% | -8.4% | -2.5% |
| 3M | -1.6% | -17.3% | +15.7% | +3.6% |
| 6M | -20.5% | -19.7% | -0.8% | -16.2% |
| YTD | +14.2% | +24.8% | -10.6% | +2.0% |
| 1Y | +18.9% | +31.9% | -13.0% | +3.8% |
| 3Y | -13.7% | +155.4% | -169.1% | -44.4% |
| 5Y | +42.2% | +250.6% | -208.4% | -22.6% |
| All | -18.6% | +553.2% | -571.7% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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