+139.3%
HOOD vs CASY
+261.0%
-121.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | -0.6% | +3.6% | -4.2% | -1.8% |
| 30D | -23.6% | +7.2% | -30.8% | -25.5% |
| 3M | -10.7% | -16.9% | +6.2% | -5.6% |
| 6M | +8.2% | -19.3% | +27.5% | +14.1% |
| YTD | -26.3% | +25.6% | -52.0% | -36.6% |
| 1Y | -36.1% | +30.2% | -66.2% | -46.2% |
| 3Y | +950.7% | +154.9% | +795.8% | +585.5% |
| 5Y | +127.0% | +252.1% | -125.1% | +23.6% |
| All | +139.3% | +261.0% | -121.7% | +76.4% |
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 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