+646.9%
HLT vs CASY
+1,116.4%
-469.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -4.1% | -11.3% | +7.3% | -1.0% |
| 3M | -7.9% | -0.6% | -7.3% | -9.2% |
| 6M | +2.2% | +10.7% | -8.6% | -2.9% |
| YTD | +8.5% | +37.1% | -28.6% | -3.7% |
| 1Y | +12.1% | +52.3% | -40.2% | -3.9% |
| 3Y | +107.6% | +215.2% | -107.6% | +37.9% |
| 5Y | +156.4% | +276.5% | -120.1% | +58.6% |
| 10Y | +566.3% | +508.4% | +57.9% | +250.0% |
| All | +646.9% | +1,116.4% | -469.5% | +231.4% |
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