+248.6%
HD vs CASY
+555.0%
-306.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | +1.5% | +3.6% | -2.0% | +0.6% |
| 30D | +18.0% | +9.1% | +8.9% | +15.2% |
| 3M | +2.8% | -16.5% | +19.3% | +7.4% |
| 6M | +17.0% | -19.7% | +36.7% | +22.3% |
| YTD | +3.5% | +29.3% | -25.7% | -7.2% |
| 1Y | -2.6% | +33.1% | -35.7% | -13.6% |
| 3Y | +30.7% | +158.5% | -127.8% | -9.5% |
| 5Y | +6.2% | +266.7% | -260.5% | -36.1% |
| All | +248.6% | +555.0% | -306.5% | +74.4% |
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