+4,243.5%
HDB vs CASY
+6,638.8%
-2,395.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.7% |
| 7D | +6.9% | +5.8% | +1.1% | +4.7% |
| 30D | +15.2% | +10.7% | +4.5% | +10.9% |
| 3M | +11.7% | -13.9% | +25.6% | +17.0% |
| 6M | +7.5% | -18.4% | +26.0% | +13.0% |
| YTD | -28.8% | +29.6% | -58.4% | -37.6% |
| 1Y | -29.1% | +32.8% | -61.9% | -38.6% |
| 3Y | -7.0% | +162.3% | -169.3% | -40.3% |
| 5Y | -22.1% | +265.0% | -287.1% | -57.2% |
| 10Y | +64.9% | +555.4% | -490.5% | -32.5% |
| All | +4,243.5% | +6,638.8% | -2,395.3% | +545.9% |
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 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