+613.3%
HBM vs CASY
+4,145.8%
-3,532.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.4% | +0.1% | -6.4% | -6.4% |
| 30D | +5.9% | -11.3% | +17.3% | +9.8% |
| 3M | -8.9% | -0.6% | -8.3% | -10.6% |
| 6M | +10.7% | +10.7% | 0.0% | +4.5% |
| YTD | +38.3% | +37.1% | +1.1% | +21.2% |
| 1Y | +121.3% | +52.3% | +69.0% | +86.3% |
| 3Y | +450.6% | +215.2% | +235.4% | +249.2% |
| 5Y | +338.0% | +276.5% | +61.5% | +155.8% |
| 10Y | +578.6% | +508.4% | +70.2% | +229.9% |
| All | +613.3% | +4,145.8% | -3,532.5% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling