+393.9%
HBM vs CASY
+234.8%
+159.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.6% | +2.1% |
| 7D | +5.5% | -16.5% | +22.0% | +8.9% |
| 30D | +3.3% | -26.4% | +29.7% | +9.2% |
| 3M | +12.7% | -17.3% | +30.0% | +14.6% |
| 6M | +28.2% | -5.2% | +33.4% | +25.3% |
| YTD | +45.3% | +14.1% | +31.2% | +35.6% |
| 1Y | +121.7% | +16.6% | +105.1% | +105.2% |
| 3Y | +523.5% | +163.7% | +359.8% | +362.0% |
| 5Y | +393.9% | +231.3% | +162.6% | +247.3% |
| All | +393.9% | +234.8% | +159.1% | +247.3% |
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 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