+4,096.6%
HDB vs CASY
+6,389.1%
-2,292.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +13.3% | +1.1% | +12.3% | +12.9% |
| 30D | +13.6% | +8.7% | +4.9% | +10.0% |
| 3M | +5.8% | -17.3% | +23.1% | +12.4% |
| 6M | -1.9% | -19.7% | +17.8% | +3.6% |
| YTD | -31.2% | +24.8% | -56.0% | -38.8% |
| 1Y | -29.6% | +31.9% | -61.5% | -38.9% |
| 3Y | -10.1% | +155.4% | -165.5% | -41.8% |
| 5Y | -24.3% | +250.6% | -274.9% | -57.8% |
| 10Y | +59.3% | +556.8% | -497.6% | -35.0% |
| All | +4,096.6% | +6,389.1% | -2,292.4% | +532.7% |
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