+208.5%
HD vs CASY
+568.7%
-360.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -8.4% | -11.3% | +2.9% | -5.5% |
| 3M | +4.3% | -0.6% | +5.0% | +2.9% |
| 6M | -11.1% | +10.7% | -21.8% | -15.6% |
| YTD | -4.7% | +37.1% | -41.8% | -15.5% |
| 1Y | -19.8% | +52.3% | -72.1% | -31.5% |
| 3Y | +4.1% | +215.2% | -211.1% | -32.4% |
| 5Y | +10.3% | +276.5% | -266.2% | -33.7% |
| All | +208.5% | +568.7% | -360.2% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling