+416.5%
HL vs CASY
+220.7%
+195.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +25.1% | -11.3% | +36.4% | +28.7% |
| 3M | +22.9% | -0.6% | +23.5% | +19.7% |
| 6M | -4.9% | +10.7% | -15.6% | -11.2% |
| YTD | +7.8% | +37.1% | -29.3% | -7.0% |
| 1Y | +133.9% | +52.3% | +81.6% | +93.5% |
| All | +416.5% | +220.7% | +195.8% | +252.4% |
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