+37.6%
HDB vs CASY
+568.7%
-531.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -2.8% | -11.3% | +8.5% | +0.2% |
| 3M | -3.5% | -0.6% | -2.9% | -4.6% |
| 6M | -24.7% | +10.7% | -35.4% | -28.1% |
| YTD | -36.6% | +37.1% | -73.7% | -43.2% |
| 1Y | -34.4% | +52.3% | -86.7% | -43.2% |
| 3Y | -24.4% | +215.2% | -239.6% | -49.7% |
| 5Y | -35.4% | +276.5% | -311.8% | -60.4% |
| All | +37.6% | +568.7% | -531.1% | -29.9% |
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 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