+99.4%
HLT vs CASY
+163.1%
-63.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.6% | -17.2% | +14.7% | -0.1% |
| 30D | -2.6% | -24.4% | +21.7% | +1.1% |
| 3M | -9.4% | -31.4% | +22.0% | -4.5% |
| 6M | +2.7% | -8.9% | +11.6% | +1.4% |
| YTD | +6.8% | +13.8% | -7.1% | -0.1% |
| 1Y | +12.4% | +17.0% | -4.6% | +4.3% |
| All | +99.4% | +163.1% | -63.8% | +56.5% |
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