+61.3%
HDB vs CASY
+551.3%
-490.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +13.7% | +3.6% | +10.1% | +12.7% |
| 30D | +15.8% | +7.2% | +8.6% | +13.7% |
| 3M | +9.2% | -16.9% | +26.2% | +14.0% |
| 6M | +3.2% | -19.3% | +22.5% | +7.5% |
| YTD | -29.4% | +25.6% | -55.0% | -35.6% |
| 1Y | -27.9% | +30.2% | -58.1% | -35.1% |
| 3Y | -5.9% | +154.9% | -160.7% | -33.3% |
| 5Y | -23.5% | +252.1% | -275.6% | -52.7% |
| 10Y | +61.3% | +535.8% | -474.5% | -17.4% |
| All | +61.3% | +551.3% | -490.0% | -17.4% |
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