+102.5%
HIG vs CASY
+163.7%
-61.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -14.2% | +14.9% | +2.6% |
| 7D | -0.5% | -16.5% | +16.1% | +1.8% |
| 30D | -2.8% | -26.4% | +23.6% | +1.2% |
| 3M | +6.3% | -17.3% | +23.6% | +8.5% |
| 6M | -0.1% | -5.2% | +5.1% | -0.7% |
| YTD | +0.4% | +14.1% | -13.6% | -3.3% |
| 1Y | +6.2% | +16.6% | -10.4% | +1.7% |
| All | +102.5% | +163.7% | -61.2% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling