+506.5%
HBM vs CASY
+163.7%
+342.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.6% | +1.5% |
| 7D | +5.5% | -16.5% | +22.0% | +8.2% |
| 30D | +3.3% | -26.4% | +29.7% | +8.1% |
| 3M | +12.7% | -17.3% | +30.0% | +13.9% |
| 6M | +28.2% | -5.2% | +33.4% | +24.4% |
| YTD | +45.3% | +14.1% | +31.2% | +35.2% |
| 1Y | +121.7% | +16.6% | +105.1% | +104.8% |
| All | +506.5% | +163.7% | +342.8% | +386.0% |
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