+33,950.9%
HD vs CASY
+33,122.1%
+828.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.1% |
| 7D | +6.4% | +1.8% | +4.5% | +5.9% |
| 30D | +22.1% | +11.2% | +10.9% | +18.9% |
| 3M | -0.2% | -19.1% | +18.9% | +4.5% |
| 6M | +12.6% | -19.9% | +32.5% | +16.9% |
| YTD | +3.9% | +25.2% | -21.3% | -3.7% |
| 1Y | -3.7% | +31.6% | -35.4% | -12.0% |
| 3Y | +27.9% | +155.4% | -127.6% | -2.7% |
| 5Y | +7.8% | +251.5% | -243.7% | -24.9% |
| 10Y | +269.4% | +558.6% | -289.3% | +115.5% |
| All | +33,950.9% | +33,122.1% | +828.8% | +7,428.6% |
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