+575.2%
HLT vs CASY
+453.5%
+121.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -1.6% | -18.6% | +17.0% | +4.0% |
| 30D | -5.0% | -26.6% | +21.6% | +3.4% |
| 3M | -10.4% | -32.8% | +22.4% | -0.3% |
| 6M | +3.2% | -10.0% | +13.3% | +3.3% |
| YTD | +6.7% | +11.6% | -4.9% | -0.9% |
| 1Y | +10.3% | +11.5% | -1.2% | +2.2% |
| 3Y | +99.3% | +160.7% | -61.3% | +33.2% |
| 5Y | +143.7% | +232.4% | -88.7% | +46.8% |
| All | +575.2% | +453.5% | +121.8% | +240.3% |
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