+190.9%
HBM vs CASY
+266.7%
-75.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +2.2% | +3.6% | -1.3% | +1.6% |
| 30D | -11.8% | +9.1% | -20.8% | -13.3% |
| 3M | -19.2% | -16.5% | -2.7% | -16.6% |
| 6M | -22.9% | -19.7% | -3.2% | -19.9% |
| YTD | +7.8% | +29.3% | -21.5% | -2.2% |
| 1Y | +34.9% | +33.1% | +1.8% | +21.1% |
| 3Y | +422.2% | +158.5% | +263.7% | +287.4% |
| All | +190.9% | +266.7% | -75.8% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling