+963.3%
HIG vs CASY
+8,800.5%
-7,837.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -3.2% | -11.3% | +8.1% | +0.6% |
| 3M | +9.1% | -0.6% | +9.8% | +8.0% |
| 6M | -1.8% | +10.7% | -12.5% | -6.8% |
| YTD | +1.8% | +37.1% | -35.4% | -10.5% |
| 1Y | +4.6% | +52.3% | -47.7% | -11.7% |
| 3Y | +101.6% | +215.2% | -113.5% | +28.1% |
| 5Y | +124.5% | +276.5% | -152.0% | +31.8% |
| 10Y | +317.8% | +508.4% | -190.6% | +99.1% |
| All | +963.3% | +8,800.5% | -7,837.2% | +108.9% |
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