+1,658.7%
HCA vs CASY
+2,244.0%
-585.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -1.1% | -11.3% | +10.2% | +2.0% |
| 3M | +12.2% | -0.6% | +12.8% | +10.9% |
| 6M | -25.3% | +10.7% | -36.1% | -28.8% |
| YTD | -12.9% | +37.1% | -50.1% | -22.1% |
| 1Y | -0.9% | +52.3% | -53.2% | -14.3% |
| 3Y | +47.6% | +215.2% | -167.6% | -1.2% |
| 5Y | +67.0% | +276.5% | -209.5% | +4.0% |
| 10Y | +471.4% | +508.4% | -36.9% | +199.9% |
| All | +1,658.7% | +2,244.0% | -585.3% | +425.5% |
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