+189.2%
HAS vs CASY
+154.1%
+35.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -0.2% | +1.1% | -1.2% | -0.2% |
| 30D | +31.0% | +8.7% | +22.3% | +30.3% |
| 3M | +30.7% | -17.3% | +48.0% | +31.9% |
| 6M | +23.9% | -19.7% | +43.6% | +25.6% |
| YTD | +48.3% | +24.8% | +23.5% | +41.9% |
| 1Y | +60.2% | +31.9% | +28.3% | +52.0% |
| 3Y | +189.2% | +155.4% | +33.8% | +144.3% |
| All | +189.2% | +154.1% | +35.2% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling