+2,071.1%
HCA vs CASY
+2,109.7%
-38.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.8% | +3.6% | -2.7% | -0.1% |
| 30D | +6.1% | +9.1% | -3.0% | +3.6% |
| 3M | +21.4% | -16.5% | +37.9% | +26.5% |
| 6M | +17.2% | -19.7% | +36.9% | +22.1% |
| YTD | +7.5% | +29.3% | -21.8% | -3.1% |
| 1Y | +6.2% | +33.1% | -27.0% | -5.1% |
| 3Y | +122.0% | +158.5% | -36.5% | +57.5% |
| 5Y | +112.2% | +266.7% | -154.5% | +32.1% |
| 10Y | +675.7% | +553.5% | +122.2% | +296.8% |
| All | +2,071.1% | +2,109.7% | -38.6% | +554.2% |
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