+31,139.8%
HD vs CASY
+36,294.0%
-5,154.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | +4.3% | -0.6% | +5.0% | +3.2% |
| 6M | -11.1% | +10.7% | -21.8% | -14.6% |
| YTD | -4.7% | +37.1% | -41.8% | -13.2% |
| 1Y | -19.8% | +52.3% | -72.1% | -29.1% |
| 3Y | +4.1% | +215.2% | -211.1% | -24.7% |
| 5Y | +10.3% | +276.5% | -266.2% | -24.2% |
| 10Y | +203.2% | +508.4% | -305.2% | +80.5% |
| All | +31,139.8% | +36,294.0% | -5,154.2% | +6,682.7% |
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