-16.8%
HAL vs CASY
+565.2%
-581.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.1% | +2.6% |
| 7D | -0.2% | +5.8% | -6.0% | -2.0% |
| 30D | +1.0% | +10.7% | -9.7% | -2.4% |
| 3M | -2.1% | -13.9% | +11.7% | +1.8% |
| 6M | -17.5% | -18.4% | +1.0% | -13.3% |
| YTD | +18.1% | +29.6% | -11.5% | +4.3% |
| 1Y | +19.7% | +32.8% | -13.1% | +4.4% |
| 3Y | -7.9% | +162.3% | -170.2% | -41.2% |
| 5Y | +53.1% | +265.0% | -212.0% | -18.0% |
| 10Y | -16.8% | +555.4% | -572.1% | -63.4% |
| All | -16.8% | +565.2% | -581.9% | -63.4% |
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