+301.7%
HIG vs CASY
+453.5%
-151.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -1.5% | -18.6% | +17.1% | +4.0% |
| 30D | -0.4% | -26.6% | +26.3% | +8.3% |
| 3M | +6.7% | -32.8% | +39.4% | +18.7% |
| 6M | +2.0% | -10.0% | +12.0% | +2.8% |
| YTD | +0.3% | +11.6% | -11.3% | -5.8% |
| 1Y | +4.2% | +11.5% | -7.3% | -2.4% |
| 3Y | +102.2% | +160.7% | -58.5% | +37.8% |
| 5Y | +118.5% | +232.4% | -113.9% | +33.6% |
| All | +301.7% | +453.5% | -151.7% | +114.5% |
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