+65.9%
HDB vs CASY
+550.0%
-484.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | +4.1% | +2.5% | +1.6% | +3.4% |
| 30D | +13.0% | +10.2% | +2.7% | +10.1% |
| 3M | +11.3% | -15.7% | +26.9% | +15.8% |
| 6M | +6.9% | -18.4% | +25.3% | +11.2% |
| YTD | -29.6% | +28.3% | -57.9% | -36.2% |
| 1Y | -29.5% | +32.6% | -62.1% | -36.9% |
| 3Y | -8.1% | +159.5% | -167.6% | -35.3% |
| 5Y | -23.4% | +263.9% | -287.3% | -53.2% |
| All | +65.9% | +550.0% | -484.1% | -16.1% |
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