+255.0%
HIG vs CASY
+555.0%
-300.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | +2.6% | +3.6% | -0.9% | +1.6% |
| 30D | +4.2% | +9.1% | -4.9% | +1.6% |
| 3M | +0.2% | -16.5% | +16.7% | +4.9% |
| 6M | +4.6% | -19.7% | +24.3% | +9.9% |
| YTD | +1.1% | +29.3% | -28.2% | -9.0% |
| 1Y | +4.7% | +33.1% | -28.4% | -6.8% |
| 3Y | +95.5% | +158.5% | -63.1% | +35.4% |
| 5Y | +111.7% | +266.7% | -155.0% | +26.3% |
| All | +255.0% | +555.0% | -300.0% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling