+5.8%
HD vs CASY
+250.1%
-244.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | +20.2% | +8.7% | +11.5% | +18.2% |
| 3M | -1.0% | -17.3% | +16.3% | +2.5% |
| 6M | +7.9% | -19.7% | +27.6% | +11.7% |
| YTD | +2.0% | +24.8% | -22.8% | -6.8% |
| 1Y | -4.3% | +31.9% | -36.2% | -14.0% |
| 3Y | +25.9% | +155.4% | -129.5% | -10.5% |
| All | +5.8% | +250.1% | -244.4% | -35.9% |
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