+561.5%
HPE vs CASY
+600.2%
-38.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.0% |
| 7D | -7.1% | +3.6% | -10.7% | -8.1% |
| 30D | -35.3% | +7.2% | -42.5% | -36.8% |
| 3M | -10.4% | -16.9% | +6.5% | -6.5% |
| 6M | +52.5% | -19.3% | +71.8% | +58.4% |
| YTD | +100.3% | +25.6% | +74.6% | +77.6% |
| 1Y | +106.4% | +30.2% | +76.2% | +80.2% |
| 3Y | +227.4% | +154.9% | +72.5% | +115.2% |
| 5Y | +250.6% | +252.1% | -1.5% | +97.7% |
| 10Y | +365.4% | +535.8% | -170.5% | +118.2% |
| All | +561.5% | +600.2% | -38.8% | +179.2% |
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