-25.3%
HDB vs CASY
+250.1%
-275.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +13.3% | +1.1% | +12.3% | +13.1% |
| 30D | +13.6% | +8.7% | +4.9% | +12.0% |
| 3M | +5.8% | -17.3% | +23.1% | +8.8% |
| 6M | -1.9% | -19.7% | +17.8% | +1.0% |
| YTD | -31.2% | +24.8% | -56.0% | -35.4% |
| 1Y | -29.6% | +31.9% | -61.5% | -34.7% |
| 3Y | -10.1% | +155.4% | -165.5% | -29.8% |
| All | -25.3% | +250.1% | -275.5% | -51.0% |
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