+58.5%
HCA vs CASY
+163.7%
-105.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -14.2% | +19.2% | +5.6% |
| 7D | +4.9% | -16.5% | +21.4% | +5.8% |
| 30D | +1.9% | -26.4% | +28.3% | +3.6% |
| 3M | +12.7% | -17.3% | +30.0% | +13.2% |
| 6M | -22.3% | -5.2% | -17.1% | -23.2% |
| YTD | -9.3% | +14.1% | -23.4% | -12.2% |
| 1Y | +2.7% | +16.6% | -13.9% | -0.8% |
| All | +58.5% | +163.7% | -105.2% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling