+18.6%
HL vs CASY
+33,247.3%
-33,228.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.9% | +4.5% |
| 7D | +13.8% | +3.6% | +10.2% | +13.3% |
| 30D | -9.7% | +7.2% | -16.9% | -10.6% |
| 3M | -8.5% | -16.9% | +8.4% | -6.7% |
| 6M | -17.2% | -19.3% | +2.2% | -15.7% |
| YTD | -19.6% | +25.6% | -45.3% | -22.9% |
| 1Y | +11.1% | +30.2% | -19.0% | +6.1% |
| 3Y | +299.7% | +154.9% | +144.8% | +249.8% |
| 5Y | +156.5% | +252.1% | -95.6% | +115.3% |
| 10Y | +122.4% | +535.8% | -413.5% | +73.9% |
| All | +18.6% | +33,247.3% | -33,228.8% | +1.0% |
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