+7.5%
HCA vs CASY
+15.3%
-7.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.9% | -17.2% | +20.2% | +3.0% |
| 30D | +2.4% | -24.4% | +26.7% | +2.8% |
| 3M | +13.0% | -31.4% | +44.4% | +14.4% |
| 6M | -21.4% | -8.9% | -12.5% | -23.3% |
| YTD | -9.5% | +13.8% | -23.3% | -17.8% |
| 1Y | +7.5% | +17.0% | -9.4% | -3.8% |
| All | +7.5% | +15.3% | -7.7% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling