-22.2%
HDB vs CASY
+266.7%
-288.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.7% | +3.6% | -0.8% | +2.2% |
| 30D | +14.1% | +9.1% | +5.1% | +12.5% |
| 3M | +11.8% | -16.5% | +28.3% | +14.9% |
| 6M | +8.2% | -19.7% | +27.9% | +11.6% |
| YTD | -29.3% | +29.3% | -58.6% | -34.0% |
| 1Y | -28.8% | +33.1% | -61.9% | -34.0% |
| 3Y | -7.5% | +158.5% | -166.0% | -27.6% |
| All | -22.2% | +266.7% | -288.9% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling