+630.8%
HLT vs CASY
+1,080.0%
-449.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.3% |
| 7D | -2.4% | -4.4% | +1.9% | -1.2% |
| 30D | -4.1% | -12.0% | +8.0% | -0.8% |
| 3M | -10.6% | -2.3% | -8.2% | -11.4% |
| 6M | +2.0% | +10.5% | -8.5% | -3.0% |
| YTD | +6.1% | +33.0% | -26.9% | -5.0% |
| 1Y | +9.8% | +41.1% | -31.3% | -3.7% |
| 3Y | +99.0% | +207.5% | -108.5% | +33.0% |
| 5Y | +151.5% | +290.7% | -139.2% | +53.7% |
| 10Y | +561.1% | +556.5% | +4.6% | +243.3% |
| All | +630.8% | +1,080.0% | -449.2% | +227.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling