-29.1%
HDB vs CASY
+34.1%
-63.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | 0.0% |
| 7D | +6.9% | +5.8% | +1.1% | +6.6% |
| 30D | +15.2% | +10.7% | +4.5% | +14.5% |
| 3M | +11.7% | -13.9% | +25.6% | +12.7% |
| 6M | +7.5% | -18.4% | +26.0% | +10.2% |
| YTD | -28.8% | +29.6% | -58.4% | -31.8% |
| 1Y | -29.1% | +32.8% | -61.9% | -32.1% |
| All | -29.1% | +34.1% | -63.2% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling