+147.6%
HL vs CASY
+550.6%
-403.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -7.5% |
| 7D | +8.2% | +5.0% | +3.2% | +6.8% |
| 30D | -16.3% | +8.2% | -24.5% | -18.2% |
| 3M | -18.6% | -18.2% | -0.4% | -14.7% |
| 6M | -23.2% | -18.6% | -4.6% | -20.4% |
| YTD | -25.5% | +26.8% | -52.3% | -33.2% |
| 1Y | -4.8% | +31.6% | -36.4% | -15.8% |
| 3Y | +281.4% | +156.5% | +124.9% | +172.2% |
| 5Y | +137.8% | +258.6% | -120.8% | +52.9% |
| All | +147.6% | +550.6% | -403.0% | +47.2% |
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 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