+3,769.4%
HDB vs CASY
+7,028.2%
-3,258.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -2.8% | -11.3% | +8.5% | +1.4% |
| 3M | -3.5% | -0.6% | -2.9% | -5.0% |
| 6M | -24.7% | +10.7% | -35.4% | -29.1% |
| YTD | -36.6% | +37.1% | -73.7% | -45.1% |
| 1Y | -34.4% | +52.3% | -86.7% | -45.7% |
| 3Y | -24.4% | +215.2% | -239.6% | -54.7% |
| 5Y | -35.4% | +276.5% | -311.8% | -64.7% |
| 10Y | +39.5% | +508.4% | -468.8% | -40.6% |
| All | +3,769.4% | +7,028.2% | -3,258.7% | +468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling