+250.6%
HPE vs CASY
+253.8%
-3.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.1% |
| 7D | -7.1% | +3.6% | -10.7% | -7.6% |
| 30D | -35.3% | +7.2% | -42.5% | -35.9% |
| 3M | -10.4% | -16.9% | +6.5% | -8.2% |
| 6M | +52.5% | -19.3% | +71.8% | +56.7% |
| YTD | +100.3% | +25.6% | +74.6% | +84.7% |
| 1Y | +106.4% | +30.2% | +76.2% | +88.3% |
| 3Y | +227.4% | +154.9% | +72.5% | +142.6% |
| 5Y | +250.6% | +252.1% | -1.5% | +128.5% |
| All | +250.6% | +253.8% | -3.2% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling