+243.3%
HL vs CASY
+274.3%
-31.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.2% |
| 7D | +7.1% | -4.4% | +11.4% | +8.4% |
| 30D | +21.4% | -12.0% | +33.5% | +25.7% |
| 3M | +37.4% | -2.3% | +39.8% | +34.4% |
| 6M | +0.4% | +10.5% | -10.1% | -6.4% |
| YTD | +6.7% | +33.0% | -26.3% | -7.2% |
| 1Y | +102.4% | +41.1% | +61.2% | +71.6% |
| 3Y | +417.4% | +207.5% | +209.9% | +227.7% |
| 5Y | +243.3% | +290.7% | -47.4% | +106.9% |
| All | +243.3% | +274.3% | -31.0% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling