+591.6%
HBM vs CASY
+464.4%
+127.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.3% | -7.5% |
| 7D | -3.7% | -17.2% | +13.5% | +2.4% |
| 30D | -3.7% | -24.4% | +20.7% | +5.5% |
| 3M | +8.0% | -31.4% | +39.4% | +22.0% |
| 6M | +15.8% | -8.9% | +24.7% | +15.1% |
| YTD | +34.4% | +13.8% | +20.5% | +22.1% |
| 1Y | +98.2% | +17.0% | +81.2% | +77.2% |
| 3Y | +476.6% | +163.1% | +313.5% | +250.7% |
| 5Y | +331.1% | +239.0% | +92.1% | +125.9% |
| All | +591.6% | +464.4% | +127.2% | +195.9% |
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