+456.2%
HBM vs CASY
+3,902.5%
-3,446.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +2.2% | +3.6% | -1.3% | +1.1% |
| 30D | -11.8% | +9.1% | -20.8% | -14.4% |
| 3M | -19.2% | -16.5% | -2.7% | -15.3% |
| 6M | -22.9% | -19.7% | -3.2% | -19.5% |
| YTD | +7.8% | +29.3% | -21.5% | -4.6% |
| 1Y | +34.9% | +33.1% | +1.8% | +17.8% |
| 3Y | +422.2% | +158.5% | +263.7% | +252.9% |
| 5Y | +192.8% | +266.7% | -73.9% | +70.8% |
| 10Y | +281.1% | +553.5% | -272.4% | +80.4% |
| All | +456.2% | +3,902.5% | -3,446.4% | +41.2% |
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