+8.1%
HD vs CASY
+254.7%
-246.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +5.2% | +5.0% | +0.2% | +4.2% |
| 30D | +20.7% | +8.2% | +12.5% | +18.8% |
| 3M | +0.8% | -18.2% | +19.0% | +4.6% |
| 6M | +12.2% | -18.6% | +30.8% | +15.9% |
| YTD | +4.2% | +26.8% | -22.6% | -5.1% |
| 1Y | -2.6% | +31.6% | -34.2% | -12.3% |
| 3Y | +30.0% | +156.5% | -126.5% | -7.5% |
| 5Y | +8.1% | +258.6% | -250.5% | -34.8% |
| All | +8.1% | +254.7% | -246.6% | -34.8% |
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