+284.2%
HL vs CASY
+468.0%
-183.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.2% | +16.1% | +5.9% |
| 7D | +0.4% | -16.5% | +16.9% | +5.1% |
| 30D | +18.8% | -26.4% | +45.2% | +28.6% |
| 3M | +43.7% | -17.3% | +61.0% | +47.6% |
| 6M | -1.0% | -5.2% | +4.2% | -2.8% |
| YTD | +8.7% | +14.1% | -5.4% | +0.5% |
| 1Y | +105.0% | +16.6% | +88.4% | +87.8% |
| 3Y | +427.3% | +163.7% | +263.6% | +270.1% |
| 5Y | +249.3% | +231.3% | +18.0% | +127.9% |
| 10Y | +284.2% | +462.9% | -178.7% | +128.8% |
| All | +284.2% | +468.0% | -183.8% | +128.8% |
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