+72.8%
HCA vs CASY
+229.6%
-156.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.6% |
| 7D | +5.4% | -18.6% | +24.0% | +8.2% |
| 30D | +3.0% | -26.6% | +29.6% | +7.4% |
| 3M | +13.0% | -32.8% | +45.8% | +19.5% |
| 6M | -20.3% | -10.0% | -10.2% | -20.7% |
| YTD | -8.2% | +11.6% | -19.9% | -13.0% |
| 1Y | +6.7% | +11.5% | -4.8% | +1.1% |
| 3Y | +60.4% | +160.7% | -100.3% | +19.7% |
| All | +72.8% | +229.6% | -156.8% | +17.0% |
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 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