-24.8%
HDB vs CASY
+220.7%
-245.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -2.8% | -11.3% | +8.5% | -1.7% |
| 3M | -3.5% | -0.6% | -2.9% | -4.1% |
| 6M | -24.7% | +10.7% | -35.4% | -26.4% |
| YTD | -36.6% | +37.1% | -73.7% | -39.6% |
| 1Y | -34.4% | +52.3% | -86.7% | -38.5% |
| All | -24.8% | +220.7% | -245.5% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling