+952.0%
HIG vs CASY
+8,226.3%
-7,274.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -0.1% | +2.5% | -2.6% | -1.0% |
| 30D | +4.4% | +10.2% | -5.9% | +0.9% |
| 3M | 0.0% | -15.7% | +15.7% | +5.1% |
| 6M | +3.8% | -18.4% | +22.2% | +8.9% |
| YTD | +0.7% | +28.3% | -27.6% | -10.1% |
| 1Y | +5.0% | +32.6% | -27.5% | -7.4% |
| 3Y | +95.3% | +159.5% | -64.2% | +32.3% |
| 5Y | +110.8% | +263.9% | -153.1% | +24.4% |
| 10Y | +261.9% | +548.5% | -286.6% | +67.8% |
| All | +952.0% | +8,226.3% | -7,274.3% | +109.9% |
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