+540.2%
HPE vs CASY
+468.0%
+72.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -14.2% | +19.4% | +9.4% |
| 7D | +13.6% | -16.5% | +30.2% | +19.2% |
| 30D | +7.7% | -26.4% | +34.1% | +17.4% |
| 3M | +22.4% | -17.3% | +39.7% | +26.2% |
| 6M | +172.6% | -5.2% | +177.8% | +166.7% |
| YTD | +147.5% | +14.1% | +133.4% | +125.6% |
| 1Y | +151.8% | +16.6% | +135.2% | +126.3% |
| 3Y | +267.1% | +163.7% | +103.3% | +128.7% |
| 5Y | +362.8% | +231.3% | +131.5% | +155.1% |
| 10Y | +540.2% | +462.9% | +77.3% | +195.0% |
| All | +540.2% | +468.0% | +72.2% | +195.0% |
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